The Unsullied are not unbeatable, yet they were great fighters.
“By the time the Unsullied reached the city the sun had set. Crows and wolves were feasting beneath the walls on what remained of the Qohorik heavy horse. The Bright Banners and Second Sons had fled, as sellswords are wont to do in the face of hopeless odds. With dark falling, the Dothraki had retired to their own camps to drink and dance and feast, but none doubted that they would return on the morrow to smash the city gates, storm the walls, and rape, loot, and slave as they pleased.
“But when dawn broke and Temmo and his bloodriders led their khalasar out of camp, they found three thousand Unsullied drawn up before the gates with the Black Goat standard flying over their heads. So small a force could easily have been flanked, but you know Dothraki. These were men on foot, and men on foot are fit only to be ridden down.
“The Dothraki charged. The Unsullied locked their shields, lowered their spears, and stood firm. Against twenty thousand screamers with bells in their hair, they stood firm.
“Eighteen times the Dothraki charged, and broke themselves on those shields and spears like waves on a rocky shore. Thrice Temmo sent his archers wheeling past and arrows fell like rain upon the Three Thousand, but the Unsullied merely lifted their shields above their heads until the squall had passed. In the end only six hundred of them remained . . . but more than twelve thousand Dothraki lay dead upon that field, including Khal Temmo, his bloodriders, his kos, and all his sons. On the morning of the fourth day, the new khal led the survivors past the city gates in a stately procession. One by one, each man cut off his braid and threw it down before the feet of the Three Thousand.
“Since that day, the city guard of Qohor has been made up solely of Unsullied, every one of whom carries a tall spear from which hangs a braid of human hair.
There are strategies which can be used to undermine them. Unsullied were brilliant fighters in the battle fields but what they faced in Meereen was more like Guerrilla warfare. Any army trained to fight in open battle field need not be good in Guerrilla warfare.
Updating the answer based on kuhl's suggestion
Ser Barristan Selmy remained behind. His hair was white, and there were crow’s-feet at the corners of his pale blue eyes. Yet his back was still un-bent, and the years had not yet robbed him of his skill at arms. “Your Grace,” he said, “I fear your eunuchs are ill suited for the tasks you set them.”
Dany settled on her bench and wrapped her pelt about her shoulders once again. “The Unsullied are my finest warriors.”
“Soldiers, not warriors, if it please Your Grace. They were made for the battlefield, to stand shoulder to shoulder behind their shields with their spears thrust out before them. Their training teaches them to obey, fearlessly, perfectly, without thought or hesitation ... not to unravel secrets or ask questions.”
A Dance with Dragons
The dragons are not yet fully grown and neither have they been trained for battle. There were no dragons available for a long time and Daenerys Targaryen did not know how to train them.
Dragons are capable of forming strong attachments to humans who raise them. They have a reasonably high level of animal intelligence, and can be trained to serve as battlemounts and receive vocal commands. Dragons are said to be capricious in nature. Dragons bend easier to their rider's will after they have been fed and their stomach full. The Targaryens had to train their dragons, to keep them from laying waste to everything around them in their wildness.
Referred from : http://awoiaf.westeros.org/index.php/Drogon