The Blades are still looking for a first point in the Sky Bet Championship season after a disastrous start to Tuesday night's game at Middlesbrough.
Goals from Martin Braithwaite, Aden Flint and Stewart Downing saw the Blades three down in 25 minutes and Chris Wilder's side were unable to recover.
Boss Wilder named an unchanged team, keeping faith with the XI that faced Swansea on the opening day. The only change was on the bench where new boy Bryan appeared on a Blades teamsheet for the first time, replacing Lafferty.
Within a minute Henderson saved with his legs, from Howson, and it was a sign of things to come, despite McGoldrick forcing a save from Randolph soon after.
From their first corner, on seven minutes, Middlesbrough opened the scoring. Wing's delivery from the left was flicked on and BRAITHWAITE prodded home at the back post.
The home side's second corner also brought a goal. This time Wing's cross was headed home by FLINT on 18 minutes.
And worse was to follow as Boro added a third on 25 minutes. Shotton's deep cross struck DOWNING and looped over Henderson into the net, despite the efforts of Egan.
The United contingent was stunned and a change of formation followed. Fleck and Baldock linked up but the wing-back's shot was deflected over and McGoldwick was also off target. Before the interval Evans also had an effort deflected away from goal.
The second half began with a Middlesbrough chance but Downing curled over and United rallied, trying to force the hosts back.
From a short corner on 55 minutes, Woodburn stood up a cross but Clarke headed wide at the back post and Evans arrived in the box to half-volley a Stevens delivery over.
Braithwaite failed to test Henderson from distance and then two opportunities inside a minute kept home goalkeeper Randolph busy. Evans was stumbling as he latched on to a Woodburn pass and then Clarke was in the clear but was denied by the number one's legs.
Wilder made changes but time was running out and in the final ten minutes Randolph saved again, this time from Stevens, compounding United's miserable night.
Boro: Randolph, Friend, Shotton, Clayton, Assombalonga (Fletcher 78), Braithwaite, Howson (McNair 71), Downing, Fry, Flint, Wing (Leadbitter 82).
Unused: Dimi, Johnson, Chapman, Tavernier.
Blades: Henderson, Baldock, Stevens, Fleck, O'Connell, Basham, Lundstram (Woodburn 45), Evans (Leonard 82), Clarke, Egan, McGoldrick (Duffy 69).
Unused: Moore, Sharp, Steraman, Bryan.