Alex striker Chuks Aneke scored a screamer to sink the Blades, who had already booked their play-off place but have now won just one of their last seven games.
Morgan said: "It's not ideal going into the play-off games in this form but we have an honest set of players who work hard for each other. We've got to get ready for three massive play-off games but confidence is good even if the lads are feeling very frustrated.
"We knew we were already in the top seven so we took the opportunity to play a few others and try a few different things but the 11 we had on the pitch should have had enough to win the game.
"We tested the keeper, we have looked dangerous from set plays but they have one chance and they win the game. But that's been our Achilles heel all season - when we are on top and creating chances we are not ruthless enough."
Alex manager Steve Davis revealed he plans to field a starting XI made entirely of academy graduates in Saturday's end-of-season home game against Walsall.
He said: "I'm going to give the academy boys a chance to show what they can do. I am going to play 11 home-grown boys which will be a really good test for them and a piece of history for us. It will be a really young team maybe even an Under-20's team. This is the way clubs should go rather than bringing in players on ridiculous wages and going bust.
"Sometimes the youngsters can take you down and sometimes they can get you promoted but you have to be brave and courageous and give them the chance. We want to instil a little belief in them and give them the chance in a tough league. They are a good group and we want them to all be successful.
"I was delighted to get the win because we have had a difficult spell after Wembley. Having six hard games after that has been tough for them and it has been hard to get them going again.
"They responded well with a battling performance and it was a really great goal to win it."
- Sports & Recreation