There will not be a repeat of last season's Capital One Cup exploits as the Blades were beaten at the second round stage by Championship side Fulham.
Nigel Adkins gave members of his squad a chance to impress and for an hour matched the London side.
However, two Ross McCormack goals, two Blades sendings off and a late goal saw Fulham progress to the third round.
Adkins utilised his squad and made ten changes for the second round fixture. Kieran Wallace was the only remaining body from the starting XI that beat Blackpool, whilst namesake James Wallace was handed the captain's armband.
Higdon made his first appearance of the campaign, whilst Alcock, McGahey, Reed and De Girolamo all registered first starts under boss Adkins. McFadzean began at left-back with Kieran Wallace moving inside to central defence.
Early bursts from Christensen and McNulty were halted before United fashioned the first chance on four minutes. Following Higdon's challenge and a defensive mistake, Woolford progressed on the left and his shot was deflected just wide. From the resulting corner, the Wallaces linked up, Kieran heading over a cross from James.
Fulham went closer on 12 minutes with their first serious assault on Long's goal. McCormack was crowded out but Tunnicliffe smashed the rebound against the crossbar.
Shots from outside the box then kept the goalkeepers on their toes. Higdon pounced on an error by Ream to set up McNulty, whose effort was on target but saved by Lonergan, and then, a minute later, Long gathered from Christensen.
Dembele missed with a shot and a header but United's young side continued to compete well with Fulham as half-time approached, whilst an effort on the turn from Woolford, following Alcock's centre, was deflected wide just before the interval.
Following a slow start to the second half, McCormack blasted into the arms of Long, but the Fulham captain was influential soon after. From a corner, Tunnicliffe won the initial header and McCormack was adjudged to have been pulled back by Alcock as he attempted an overhead kick. Penalty was the decision by referee Whitestone and McCORMACK sent Long the wrong way.
Despite the Blades continuing to battle and boss Adkins making a couple of changes, the goalscorer inflicted more damage on 74 minutes. Following a slick passing move on the left, Pringle laid off and McCORMACK curled into the far corner of the net from the left channel.
Long made an excellent save to prevent Dembele making it three and McFadzean cleared up the danger, whilst United were still a threat at the other end - Higdon directed Baxter's corner over the crossbar, whilst McNulty could not keep his header down from Woolford's cross.
The slim hopes of getting back into the game were surrendered late on when United were reduced to nine men. Baxter, on as a substitute, was shown a straight red card for a foul on Cairney, whilst Kieran Wallace was the last defender when he was adjudged to have pulled back Dembele and was also sent off.
The remaining moments, including four minutes of added time, saw Fulham keep possession and there was a final twist and confusion as, following McCormack's free-kick, DEMBELE turned home the rebound with neither the referee nor one of his assistants convinced of the goal's validity.
Fulham: Lonergan, Richards, Kacaniklic (Cairney 62), Ream (Bodurov 79), Voser, Pringle, Tunnicliffe, Christensen, Dembele, Burn, McCormack.
Unused: Woodrow, Lewis, Hyndman, Kavanagh, Cole.
Blades: Long, J Wallace (Dimaio 66), McNulty, Woolford, Alcock (Adams 83), Reed, Higdon, De Girolamo (Baxter 66), McFadzean, K Wallace, McGahey
Unused: Howard, Freeman, Sammon, Edgar.