United keeper Kasper Schmeichel kept the home side at bay with a string of second-half saves, while Royals substitute Michail Antonio hit a post after 87 minutes with the best chance.
"That's our fourth successive draw but I thought we should have won them all," bemoaned McDermott. "We threw the kitchen sink at them but they stood up to it. We put 33 crosses into the box.
"This is an open division with plenty of teams chasing the prize. If we'd won we would have gone seventh. In the sort of spell we are in at the moment it's a case of hanging on until we turn the draws into wins and I am sure we will.
"If we had got the goal we would have gone on to win 1-0. We have had a tough period but I can't think that the games are going to get easier. Every game in this league is getting more difficult because there's such a big prize."
McDermott also felt Leeds should have been reduced to 10 men when Max Gradel tangled with Andy Griffin. He added: "I thought he was lucky to stay on the pitch. He kicked out at Griffin. I don't know why Griffin was booked as he didn't do anything at all."