The Blades’ boss said: “You look at Sir Alex and Rafa selecting weakened teams like they did and you do feel a little bit bitter.
“But what goes around comes around and maybe Chelsea will win the FA Cup and AC Milan the Champions League.
“It is a gut-wrenching and horrible feeling for all of us at the club.”
Warnock added: “You think about people like referees like Rob Styles at times like this. What will he be feeling tonight after we’ve gone down? It won’t hurt referees.
“I though Sir Alex would be playing a strong team, and just to see them celebrating the title after losing to West Ham leaves a bitter taste.
“But Sir Alex has his own reasons and obviously the Cup final was more important to him.
“It is the worst feeling of my career because it would have been my greatest achievement to keep us up.
“All season we have not made it difficult enough for other teams and given goals away when we have been in good positions.
“They haven’t had to work hard for either goal today and we have committed suicide really. The lads have been magnificent and tried their hardest and I couldn’t have got much more out of them.
“But it is still very disappointing when you go down because of the thickness of a post.”
