All-action at The Den - resulting in another Blades win.
David McGoldrick scored two late goals to secure the points for the Blades in a game that had two penalties and the lead change hands three times.
Manager Wilder named an unchanged Blades starting XI, sticking with the starters who beat Preston North End last weekend. There was one change on the bench where Coutts replaced Woodburn.
The first action saw Millwall's Sheffield-born striker, Gregory, slide the ball into the Blades net but the flag was already up for offside against O'Brien.
United had a lot of early touches but were struggling to break down the home rearguard, although Sharp got around the back to collect Basham's pass but Amos saved.
A Norwood effort was deflected over and from the resulting corner, the Blades were handed an opportunity to open the scoring. A cross from the left was adjudged to have hit the arm of a defender and referee Davies pointed to the spot. Skipper Sharp took responsibility for the penalty but goalkeeper Amos made a fantastic save, pushing the ball onto the crossbar.
Despite being disappointed with the miss, the Blades remained on top and Webster's deflection from Fleck's shot made it easy for Amos.
Millwall were on the back foot and United's pressure finally paid off on 40 minutes. After a one-two with Freeman, Duffy looped in a cross and SHARP positioned himself between the central defenders before heading past Amos.
Before the break, Egan needed treatment for a cut eye and Henderson pushed away a Gregory effort after Morison's flick on.
Millwall, though, made a blistering start to the second half and two goals in five minutes put them ahead. On 47 minutes, from a deep Williams corner, COOPER rose highest at the back post and headed into the far corner.
Soon after, Leonard's speculative ball down the left channel saw GREGORY wriggle free and he beat Henderson from close-range. Moments later, O'Brien went close to a third for the home side but he was unable to convert Morison's nod down.
From the hour, Millwall were happy to slow down the action at every point whilst United bossed possession. Freeman and Basham combined down the right but Duffy's deflected effort was pushed away by Amos.
McGoldrick could only find Amos after a move from left to right but United were well on top and on 77 minutes a second penalty was awarded when Williams pushed Duffy right on the edge of the box. McGOLDRICK took over spot-kick duties and beat Amos in front of the Blades fans.
Within seconds the Blades had the ball in the net again but Sharp was flagged offside when heading home another move from the right.
United remained on top and another impressive move down the right, quick feet and a couple of one-twos, was too hot for Millwall to handle - Duffy provided the decisive cross and McGOLDRICK beat the exposed Amos from close range, again in front of the jubilant Blades fans.
It was now United's turn to slow down the action and Wilder's men comfortably kept possession to keep the home side at bay ahead of the final whistle.
Millwall: Amos, Meredith (Bradshaw 89), Cooper, Williams, J. Wallace, Gregory, Romeo, Webster, Morison (Elliott 83), O'Brien (Ferguson 80), Leonard.
Unused: Archer, Tunnicliffe, M. Wallace, Skalak.
Blades: Henderson, Stevens (Johnson 75), Fleck, O'Connell, Basham, Sharp, Egan, Norwood, McGoldrick (Clarke 90), Freeman, Duffy (Stearman 90).
Unused: Lundstram, Coutts, Washington, Moore.