Match official Lee Mason (from Lancashire) awarded the Blades two penalties, the first coming after Rab Douglas fouled Paul Ifill and the second from a Nils-Eric Johansson hand ball with nine minutes left.
Neil Warnock (Sheffield United): "We only had one penalty last year and now we've got two in a game. We probably wouldn't have got those last year because I don't think we had enough pace about us. But anybody who has seen it on television and says to me it's not a penalty is misplaced.
"Trevor Francis [former Sheffield Wednesday manager and now a Sky television pundit] has scrutinised it on television and said it was a clear penalty, so we can't all be blind. For an ex-Wednesday bloke to say it was a penalty, then it must be a penalty!"
Craig Levein (Leicester City): "The players can't believe how we lost that match 4-1, but I think the referee decided the outcome,"
"The ball spun up and hit Nils-Eric Johansson on the shoulder. It's such a critical decision because it looked like we were going to win.
"It's come at such a crucial stage of the match, and it's cost us today because it looked like we were going to win the game and that was the turning point."
Alan Maybury (Leicester City Defender): "Of course we are disappointed," "After the game the manager said to us that he felt for 80 minutes we were the better side.
"We were obviously going to be under some pressure being the visiting side but we created chances and fired in quite a lot of shots. Our keeper didn't have a lot to do but we came out with a 4-1 defeat. Maybury believed that referee Lee Mason's decision to award the Blades a controversial second spot-kick 10 minutes from time proved to be the turning point.
He added: "We felt the game had gone the way we wanted, we killed the game early on then in the second half came out, got a goal back and carved out the better chances. But the referee decided to give them another penalty and it affected us.
"However, we gave away sloppy goals in quick succession and have got to learn from that. The Foxes are back in action on Tuesday evening when they host Stoke City before Ipswich Town are the visitors to the Walkers Stadium on Saturday. "We came to Bramall Lane to try and win the game, it didn't happen but there is nothing we can do about it now.
"We have got two successive home matches and must try and pick up maximum points. We have to regroup, stick together and learn from the defeat quickly. There is no point moping around, there are still 45 league games to go this season."