United's run of successive wins was ended by bogey team Walsall.
Jack O'Connell cancelled out Amadou Bakayoko's early effort but three second half goals in 14 minutes saw the home side collect the points.
Done replaced Lafferty for the encounter. Lafferty failed to recover from the back problem that forced him off at Southend the previous week. Hussey and Wilson were added to the bench.
The action in the opening 15 minutes warmed up the supporters in a chilly West Midlands. Sharp hit the crossbar with the first chance, but United were unable to force home the loose ball. It was from another Blades attack moments later that Walsall took the lead - Edwards instigated a breakaway and his pass put BAKAYOKO in the clear to shoot across Moore, into the far corner.
Walsall's lead lasted five minutes. Osbourne's foul on Lavery enabled Duffy to whip in a free-kick for Ebanks-Landell to head back inside where O'CONNELL nodded home.
Former Blade Cuvelier fired over from 25-yards as the goalmouth action continued, whilst Ebanks-Landell headed another Duffy cross wide.
On 23 minutes a flick from Coutts set up another opportunity but Lavery was crowded out and United's number 9 went close again but, under pressure, his touch trickled across goal following a low Freeman cross.
As the half wore on, United dominated possession and on a number of occasions created overlaps down both flanks. Chances, however, were move limited. Sharp's effort was blocked and Coutts fired over the top, whilst on 42 minutes Lavery's shot moved in the air but goalkeeper Etheridge parried over.
There was an electric start to the second half as Bakayoko's overhead kick, 45 seconds in, was tipped around the left-hand post by Moore. Freeman tried to keep up his scoring run going but fired over before the home side reclaimed the lead.
On 58 minutes and from another breakaway, McCARTHY linked up with Bakayoko before squeezing the ball under Moore at the near post.
Soon after, the home side went mightily close to adding a third. Ebanks-Landell missed a clearance and Edwards rounded Moore but O'Connell diverted the ball over the crossbar.
A third Walsall goal did arrive, however, on 67 minutes. A delivery down the channel saw EDWARDS cut inside Ebanks-Landell before firing home at Moore's near post.
Clarke was introduced and Duffy had shot deflected wide as United looked to get back in the game. From a patient build-up, Done almost converted Freeman's cross.
The game was taken away from the Blades, though, on 77 minutes. Dobson had only been on the pitch minutes when he crumbled in a heap in a challenge with Moore and Freeman - OZTUMER took the penalty and scored, despite the goalkeeper going the right way.
Further proof that it wasn't to be United's day was Clarke's impressive header from Duffy's cross on 83 minutes but Etheridge made a fine save on his goal-line.
The final chance, the final action, saw Clarke bundled into the net, Sharp's effort hit a post and Freeman send the rebound across the face of goal. When it's not your day...
Walsall: Etheridge, Edwards, O'Connor, McCarthy, Chambers, Cuvelier (Dobson 74), Oztumer (Morris 87), Osbourne, Preston, Bakayoko (Jackson 77), O'Connell.
Unused: Laird, MacGillivray, Roberts, Makris.
Blades: Moore, Fleck, O'Connell, Basham (Clarke 67), Lavery (Scougall 77), Sharp, Done, Coutts, Freeman, Ebanks-Landell, Duffy.
Unused: Hussey, McNulty, Ramsdale, Wilson, Wright.