A cruel last-minute penalty denied the Blades a point the performance deserved at The Den on Saturday.
Stefan Scougall cancelled out a strike from Shaun Williams in the first half but Steve Morison netted a late spot-kick after a battling Blades display.
After naming an unchanged XI for four consecutive games, chief Wilder rang the changes, which included a debut for goalkeeper Moore, who was signed from Cardiff on Friday. Freeman, Coutts and Scougall also started.
The opening ten minutes produced very little in terms of goalscoring opportunities as both sides attempted to work each other out. Scougall fired over from distance and Clarke was close to connecting with Duffy's cross.
With the game's first corner, though, Millwall took the lead. The right-wing delivery was half cleared but dropped perfectly for the left-footed WILLIAMS to drill home from 20 yards.
Clarke's header from Hussey's cross was deflected wide but the Blades were back on level terms inside seven minutes. Basham, Duffy and Freeman linked up on the right and the latter's pull-back saw SCOUGALL turn the ball home with goalkeeper Archer distracted by defender Craig.
The next chance saw Morison head over from Martin's inswinging free-kick but the Blades had wrestled the initiative back for the remainder of the half, although chances were scarce. A couple of crosses, with Clarke the target, put Millwall on the back foot and Coutts saw a lot of the midfield ball.
Millwall made an electric start to the second half and Gregory had two good opportunities inside 90 seconds. From Craig's free-kick, he curled over after a fortunate ricochet, then, when in the clear, he was denied by a sprawling Moore save.
Two shots from Duffy, both wide, were all that United could manage in the early stages of the second half but Gregory went close again on 62 minutes, poking just wide after he beat Basham and Moore to Webster's pass.
Done replaced Sharp just after the hour and the substitute and Hussey both put testing crosses into the box.
Both teams were full of effort but Millwall got back on top late on. On 87 minutes, Moore made a fantastic save from Morison and then O'Connell made a mistake and recovered to stop Morison. However, those two were to be involved again a minute later.
From a left-wing cross O'Connell handled in the box and referee Woolmer waved away his appeals for a push and a penalty was awarded, which MORISON converted, sending Moore the wrong way.
Five minutes of added time gave Blades fans hope and the visitors were on the attack with Millwall happy to sit deep but a couple of fouls in crucial areas prevented any momentum before the final whistle.
Millwall: Archer, Martin, Craig, Williams, Worrall, Thompson, Gregory (Onyedinma 82), Romeo, Webster, Morison, O'Brien (Ferguson 70).
Unused: Wylde, Nelson, Abdou, Philpot, King.
Blades: Moore, Hussey, O'Connell, Basham, Scougall (Chapman 82), Sharp (Done 64), Coutts, Freeman (McNulty 89), Wilson, Duffy, Clarke.
Unused: Ramsdale, Wright, K Wallace, Whiteman.