The U’s shaded possession at home against Sheffield Wednesday, but lacked a ruthlessness in front of goal as they fell to a 3-1 defeat.
Dale spurned a couple of opportunities, while Dane Scarlett was also denied with three less clear chances in the first half.
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Dale said: “In the first 60 minutes, I thought we were good. I thought we conceded at two bad times in the game, quite quickly after we scored and then at the start of the second half, and it becomes an uphill climb.
“But I thought for 60 minutes, we were good. We had chances in the game, myself included, and if we take those chances, it changes the complexion of the game.
“We’ve got to take the learning from it, and we’ve got to get better.
“The hardest thing in football is to score goals, and I think it’s both boxes that we’ve got to get better as a team.
“It’s taking our chances when we get them and being harder to score against. It’s on us, and only we can do that, and we will.
“We’ll work on it at the training ground, and we’ll strive to get better. We’re a good group and an honest group.”
The loss against the Owls saw United extend their rotten run of form to just one win in 15 matches.
Dale said: “Everyone talks about confidence in football, and momentum, and it’s a massive part of it, but there’s no need for us to start feeling unconfident.
“Yeah, we’re in a tough moment, but it doesn’t make any difference. We need to stick our chest out and get on with the job at hand because there’s a lot of football left to play.”
He added: “After the start we had, teams have got a lot more respect for us. I think maybe we were underestimated a little bit at the start of the season, and it worked in our favour, but that’s irrelevant.
“The calibre of teams in this league is better, but it’s always on us. Teams are going to come and stop you playing, and try and exploit your weaknesses, and we’ve got to do the same to them.
“We’ve got to be tougher to beat and take our chances when we have them.”