Nigel Clough's class of 2014 did what no other Blades team have done before - scored three times in a game at Wembley - but winning a place in the FA Cup final was a step too far.
More than 32,500 Unitedites inside the national stadium enjoyed the Blades taking the lead twice - through Jose Baxter and Stefan Scougall - but the Premiership quality of Hull City told in the end, despite Jamie Murphy setting up a frantic spell of injury time which ended with David Meyler scoring a fifth for Steve Bruce's Tigers.
Bidding to be the first third tier team to reach the FA Cup final, United came through eight games in the competition but the Wembley hoodoo struck again.
Boss Nigel Clough made eight changes from the team that beat Rotherham United on Tuesday night. Doyle returned to skipper the Blades, whilst there were also recalls for, amongst others, Collins, Howard and Brayford. For City, former Blades midfielder Quinn was named amongst the substitutes.
Following a minute's applause to remember the 96 that lost their lives at Hillsborough 25 years ago, the action kicked off with the Blades attacking the east end of the stadium, where the Hull fans were housed.
The Blades saw plenty of the ball in the opening five minutes and Hull's first incursion into United's half saw Elmohamady appealing for a penalty following a challenge by Coady but referee Marriner was unmoved.
Hull's Meyler was the first booked, for a foul on Scougall, and United's better start was rewarded on 19 minutes. Brayford, after getting a throw-in back from Coady, produced a low cross and BAXTER edged in front of Chester to divert the ball home from close range.
Scougall fired over the top moments later after a neat move involving Baxter, Doyle and Coady, and Hull's first shot of note arrived on 26 minutes, Huddlestone's effort deflected wide, but they were level with their next effort, on 42 minutes. Livermore linked up with Elmohamady and his cross was between Maguire and Brayford where SAGBO slid in to score.
The East Yorkshire club, however, were level for just two minutes and three seconds. Murphy got the better of Rosenior on the left and the winger's pull back was perfect for the run of compatriot SCOUGALL, who guided the ball home before Figueroa's tackle.
The remainder of the half - plus two added minutes - saw Sagbo put the ball in the net once again but this time but he was clearly offside and the officials agreed.
Hull made a double change at the start of the second half, introducing strikers Fryatt and Aluko, and they had an early chance when Meyler fired over. They levelled for a second time on 49 minutes, the impact of the substitutions a key factor. From a corner, Davies, Sagbo and Chester all had touches in the box before FRYATT turned the ball home from six yards.
Like Sagbo in the first half, Fryatt had the ball in the net again soon after but he was also offside and the flag was raised well before the ball found the net.
Hull's third, though, was a matter of moments away, arriving on 54 minutes. HUDDLESTONE played a one-two with Meyler before getting the better of Collins and Doyle, ahead of directing the ball past Howard's right hand.
United attempted to hit back, Coady's pass almost put Flynn clear but he was crowded out by Sagbo and Rosenior, whilst for Hull, Huddlestone was off target with a long-range shot and Meyler's back post header was wide.
United's hopes of getting back into the game were seriously hindered midway through the half when Hull added a fourth. Former Blade QUINN, playing against the Club for the first time, timed his run to head home Livermore's cross. Irishman Quinn curtailed his celebrations, presumably as a mark of respect to the Blades.
Murphy's overhead kick, following a corner, was over Harper's crossbar, and with ten minutes left Clough made a double change with Porter and Davies introduced for the goalscorers. Livermore broke the offside trap minutes later but Howard comfortably saved from Aluko.
In the 90th minute United gave themselves hope. Harris crossed to the back post and after Quinn had blocked Flynn's goalbound header, MURPHY reacted quickest to fire home the Blades third goal of the day.
Hopes of an incredible comeback were cruelly ended though deep into injury-time, when MEYLER rounded off a swift counter attck involving Fryatt and Elmohamady to make sure of the win for the Premiership outfit.
It was the more entertaining of the two semi-finals without doubt but that fact would be of little consolation to the Blades fans heading back up the M1.
Blades: Howard, Harris (Hill 90), Brayford, Maguire, Flynn, Doyle, Baxter (Davies 83), Collins, Coady, Scougall (Porter 83), Murphy.
Unused: McGinn, Long, Freeman, Kennedy.
Hull:b> Harper, Rosenior, Figueroa (Fryatt 45), Chester, Davies, Meyler, Huddlestone, Livermore, Boyd (Aluko 45), Sagbo (Quinn 64), Elmohamady.
Unused: Bruce, Koren, Jakupovic, Faye.