Chris McKee fired Rangers in front in the 17th minute but a second-half goal from Rhys Caves secured a point for the visitors.
Speaking to RangersTV after the match, McCallum said: “The boys in there are a bit disappointed because they have not won a game of football.
“Equally there were a couple of moments that Dundee United had on the counter-attack that we had to defend so obviously boys are frustrated.
“It is one of those moments where you just have to accept that we didn’t do enough to win the game and Dundee United were well structured and made it difficult for us to break them down.
“We said to them at half-time that we felt whilst we had a lot of control and a lot of possession we didn’t make use of the spaces in behind the defence in terms of runs or even being brave enough to make the pass.
“If we had done that more often we felt we could’ve created more opportunities.
“Second-half when they got back to one all they then have something to defend and something to be more motivated to control so when you looked at their team in the second-half they were well balanced and tried to make it difficult for us to access their box.
“We are trying to get the message on to use the width of the pitch a bit better can we get there quicker to try and stretch and find some gaps to break down we did a couple of times and we had some decent opportunities but we didn’t take them. It’s one of these things we need to go and accept and move on from.”
McCallum hopes the players can learn from tonight’s game going forward.
He continued: “Obviously in the league they want to go and do well and win it however, the important thing is that we continue to develop the players so that hasn’t changed.
“As I said to them in there they have not lost it it is not a disaster we need to learn from it and try and move on.