The West Midlands club paid £750,000 to sign McDonald in the summer from the Blades, who went down to a sixth straight league defeat when losing 2-0 at Molineux on Saturday.
But the Scot conceded his former club were much the better side in the first half at the weekend and are not getting the results they deserve.
"Sheffield United came here and played well in the first half - they pretty much played us off the pitch, we couldn't get close," McDonald said after the game.
"That's the way their manager wants them to go about their business.
"Results-wise, it's not quite working for them at the moment, but they're a good team and are good enough to climb out of trouble.
"It's been a tough time for them, I've been speaking to the players and they know themselves that it's just a matter of time for them, they just need a little bit of luck on their side and right now they're not getting that.
"There will be times throughout the season when it's like that for us as well, but you've just got to stick together.
"It was strange, because I know the Sheffield United boys so well, but that's football - you're going to play against old team-mates and that's what happened.
"They're a good team, they're just not getting the luck at the moment - they won't be down there at the end of the season though, no chance.
"The manager has got them playing some really good football, which they produced in the first half against us, but they've just not scored."