United's impressive run of home results came to an end at Bramall Lane following Millwall's visit.
Aiden O'Brien was credited with both of Millwall's goals, whilst Jose Baxter netted for the Blades on Turn the Lane pink day.
Following the midweek victory over Fleetwood, chief Adkins named an unchanged starting XI for the lunchtime encounter with Millwall. There was one change on the bench, where Flynn replaced Reed.
United kicked towards the Kop first half, probably not by choice, and the first chance dropped to the visitors but Onyedinma's half-volley was wide. The first Blades chance was mightily close, but a shot from Adams, following Sharp's ball through the defence, clipped the outside of goalkeeper Archer's right post.
Campbell-Ryce made an impressive start, forcing Millwall onto the back foot, and he was involved with Sharp on the right before a Basham goalbound shot was blocked by Craig on 13 minutes.
United made a confident start and the vocal crowd was in agreement so it was a surprise when the visitors grabbed the lead around the half hour mark. From Onyedinma's cross, O'BRIEN rose higher than McGahey and Collins and his header perfectly found the top corner.
As United prepared to restart, the Kop again sang and there was almost an instant response. Sharp, Adams, Freeman and Basham were all involved but Done opted for a steadying touch instead of a first time effort and was crowded out.
On 34 minutes, Millwall went close to a second but Howard pushed away a shot from Saville after he danced around Basham, whilst as half-time approached a number of decisions from the officials prevented the Blades from building momentum.
At the start of the second half Baxter replaced Done with United now operating with a 4-3-3 system. The substitute delivered a free-kick which Collins headed over on 52 minutes and took the corner from which Millwall broke away soon after but Howard touched over Onyedinma's effort.
In terms of possession United were well on top but Millwall's defensive and midfield units were very disciplined in protecting goalkeeper Archer, as well as slowing the action down at every opportunity.
Sammon was introduced and put pressure on the Millwall defence to set up an opportunity for Baxter but his half volley was wide - although the midfielder was more accurate with his next chance.
With 70 minutes gone, Sharp's diagonal ball saw Adams stretching but able to pick out an unmarked Freeman and from the right-back's low cross, BAXTER swept the ball into the corner of the net, beyond Archer's right hand.
The pressure dropped off after the equaliser and Millwall took advantage. After the visitors were awarded a free-kick which Blades fans thought should have been given to the home side, Ferguson's break down the left saw O'BRIEN credited with bundling the ball home following ricochets involving Wallace and Howard.
Late on United were back on the offensive but chances were limited. From a Baxter free-kick, Collins headed wide and the central defender was added to the forward line for four minutes of added time but a second leveller was not forthcoming.
Blades: Howard, Freeman (Flynn 85), Basham, Sharp, Done (Baxter 45), Collins, Campbell-Ryce (Sammon 67), Adams, K Wallace, McGahey, Hammond.
Unused: Coutts, Woolford, Long, Kennedy.
Millwall: Archer, Cummings, J Martin, Craig, Gregory (Ferguson 73), Onyedinma (Webster 90), Beevers, Morison, Saville, O'Brien (L Martin 87), Thompson.
Unused: Forde, Powell, Romeo, Pavey.