The Blades capitulated to their fourth Sky Bet League One defeat of the season at New York Stadium on Saturday as they let a first-half lead slip to go down 3-1 at Rotherham.
The loss, which leaves Weir's men without a win since the opening day of the season, was watched by their new co-owner Prince Abdullah, who is pledging to invest heavily in a bid to ensure a Barclays Premier League return.
But Weir, under pressure from disgruntled fans upset at the Blades' early season form, insists it is his job to find the solution.
"The transfer market is not the only answer. Sometimes, you've got to look at yourself first," Weir said.
"It's not just a matter of bringing in new players. First and foremost you've got to ask yourself, what can I do better? How can I improve?
"We are not going to do ourselves any justice if all we focus on is the quick fix.
"I'm clearly going to have to find a formula for winning games because this is a results-based business.
"And that, I know, is the tough part of the job."
- Sports & Recreation