The result at Wigan Athletic ruined the first home game in charge of the Latics by Kolo Toure.
John Egan and Billy Sharp both scored on the same side of the break to give the Blades a 2-0 lead and they went on to win the game 4-2.
Nathan Broadhead equalized for the hosts in the 65th minute, just a minute after they had been denied a legitimate penalty shout.
The sobering reality for Toure is that Wigan is in danger of being thrown out of the league.
It was the Blades who struck first despite early pressure.
Oliver Norwood's eighth-minute corner was the location of Egan's ninth-minute goal. The hosts were given a wake-up call when Jamie Jones saved Iliman Ndiaye's shot.
James McClean was unlucky to see his volley spin past Wes Foderingham's post.
Wigan's defenders were ill-at-ease with their opponents' measured aggression as they struggled for composure under the guidance of new coach Toure.
Sharp's backheel fooled Jack Whatmough as United almost doubled their lead just before the half hour mark. James McAtee tried to grab the ball, but was denied by another great save from Jones.
The second was added by Sharp in the 56th minute. The veteran forward stroked his low shot past James's left hand, but just inside his post, to score his second goal in as many games.
Wigan enjoyed their most fruitful period of the game as a result of the deficits.
They were appealing for a penalty in the 64th minute after Aasgaard's shot fell to Lang, but his attempt was blocked by Baldock. The referee waved away the protesters.
When Wigan narrowed the deficit, those claims were forgotten. Broadhead found the net after McClean's cross landed at his feet despite the visitors appealing for an obstruction.
Heading into the festive period, the winner and loser of this match are just one place away from being the best and worst Championship sides.
The Wigan boss is a man named Toure.
In the first half, we weren't creative enough on the ball. In the second half, we had more faith in our abilities.
We did well to come back after we gave them two goals. It wasn't easy for us.
I have a lot of faith in the future. We have to remember that we did well in the second half. We don't have time to think. The next game is coming very soon.
PaulHeckingbottom is the manager of the United Kingdom.
We had to get those points. I thought we were cruising at 2-0, but a couple of errors made that less likely. We were able to see it out when the home team came at you.
Hopefully that's the first of many because John Egan has been due one. It's important that the corners are visible. Positiveness in different areas is what we want to do. They can take credit for that.
Billy Sharp got his goal, but in the first half he led the line well and kept Wigan under pressure. We should have been more than one up at the half. We let ourselves down at times, but it could have been better for us.
We want to pick up as much points as possible. The more we do now, the better it will be. We have to make sure we're in the right place.