United's excellent first season back in the top-flight ended in disappointment with defeat on the final day at St Mary's Stadium.
John Lundstram's goal saw the Blades lead at the break, but three second-half goals without reply from the Saints saw them run out winners on the south-coast.
For the final game of what has been a thrilling campaign, Wilder made four changes with Fleck, Lundstram, Jack Robinson and skipper Sharp all recalled to the starting XI. O'Connell and McGoldrick missed out with knocks, whilst Osborn and Norwood were amongst the substitutes.
It was a quiet opening ten minutes or so with neither team able to get a foot hold in the game, but a misunderstanding between Vestergaard and Ward-Prowse presented an opportunity for McBurnie, only for Walker-Peters to make a crucial block. Moments later, on the break, Sharp got the better of Vestergaard and raced in on goal, but McCarthy saved his effort as the skipper elected to shoot rather than square to McBurnie.
Following the drinks break, Southampton threatened twice in a matter of seconds, but United managed to snuff out the danger with blocks to deny Ings and then Ward-Prowse. And on 26 minutes it was the Blades who took a deserved lead. Stevens found space on the left, his low cross evaded a number of bodies and fell for LUNDSTRAM who kept his composure to slide the ball under the body of McCarthy.
Just after the half hour it was almost two. Walker-Peters surrendered possession on halfway and Sharp advanced down the left before crossing for Lundstram, who saw his well struck effort beaten away by McCarthy. The hosts then broke at pace and Robinson had to make a timely block to divert a shot from Ings wide of Henderson's far post after Adams had got the better of Basham.
The first half ended with United on the back foot, but a corner from Ward-Prowse was headed clear and that was the last action, meaning the Blades went into the break deservedly in the ascendency.
The second period began with United on the front foot. Baldock and Lundstram combined on the right, before Fleck and Stevens did likewise on the opposite flank, but on both occasions Stephens blocked shots from promising positions. But against the run of play it was the Saints who equalised on 50 minutes as ADAMS got in behind Egan and squeezed his shot past Henderson at the near post.
On the hour, United through Sharp were presented with a golden opportunity to re-take the lead. McCarthy's attempted ball out from the back was intercepted by the skipper but as he looked to round the Southampton stopper a retreating Romeu managed to make goal saving challenge. In United's next attack, everyone of a Blades persuasion thought McCarthy had handled outside his box but referee Bankes thought otherwise.
The game had really opened up since the restart and only an excellent last-ditch tackle from Robinson denied Adams from firing home a second after a clever dummy by Ings from Redmond's header across the box. The drinks break prompted a second change in United's attack with Clarke replacing Sharp, after Živković had earlier taken the place of McBurnie.
But on 71 minutes the game did swing decisively in Southampton's favour as ADAMS rifled home his second after reacting quickest to Basham's block from a Walker-Peters shot from outside the penalty area. And with six minutes remaining, the home side made sure of the victory as INGS converted from the penalty spot after he had been fouled in the build-up to a Redmond shot that Henderson saved.
United tried for a way back into the contest, but despite four minutes of added time, a fantastic first season back in the Premier League ended in defeat.
Southampton: McCarthy, Walker-Peters, Vestergaard, Stephens, Bertrand, Romeu (Obafemi 90), Ward-Prowse, Armstrong (Smallbone 30), Redmond, Ings, Adams.
Unused: Gunn, Valery, Vokins, Bednarek, Danso, N'Lundulu, Long.
Blades: Henderson, Baldock, Stevens, Fleck, Basham (Norwood 80), Lundstram, McBurnie (Živković 51), Sharp (Clarke 68), Egan, Robinson, Berge.
Unused: Jagielka, K. Freeman, Osborn, Moore, Rodwell.
As it happened...
Here we go then, for one final time this season.
It is United to kick-off.
United with a first foray into the Southampton area as Robinson tries to slip a pass into McBurnie who commits a foul in his haste to get to the ball. 0-0.
Nathan Redmond lifts a ball over the top looking for James Ward-Prowse but Henderson cool as you like waits for the ball to bounce before guiding it to a team-mate with no margin for error.
Fleck and Sharp combine with the former scampering forward down the left of the area, but as he gets to the ball he crashes his cross into the side netting.
Ward-Prowse with a good looking cross which is aimed at ex-Blade Che Adams, but Basham is there with a crucial header clear.
Berge with a trip on Ward-Prowse.
The same player delivers a dangerous set-play which United just about deal with.
First real chance and it goes to United.
Basham's delivery didn't look too dangerous but the Saints miss the ball and it finds its way to Oli McBurnie who chests down but his shot is blocked.
Another big chance.
Sharp chases a throughball and he's clear on the angle but his low drive is saved by Alex McCarthy and the loose ball bounces back off Sharp and behind.
Low Redmond drive from 22 yards held by Henderson.
Southampton have a player down and while he's having treatment the referee calls for drinks.
0-0 but United have had the best chances.
Great block by Basham after a Southampton burst into the area, Ings was close to getting a sighter but United snuff out the danger.
United take the lead after Stevens' cross is missed by a host of Saints players and it finds its way through to John Lundstrum who fires United in front from close range.
Southampton with an enforced change as Stuart Armstrong comes off injured and is replaced by Will Smallbone.
Walker-Peters finds Smallbone who cuts a cross back from the by-line. United clear but this is a good spell for the hosts.
United counter attack with Sharp flying down the left before crossing to the back post. Lundstram is there again, he controls and then thunders a shot towards goal but McCarthy makes a great save from point-blank range.
At the other end Ings has a shot deflected clear.
Redmond with a mazy run which takes him all the way along the by-line, but the end cross is again dealt with by the Blades.
Redmond again doing well down the left, in comes a low cross which almost runs to the edge of the area but for a fine block by Fleck, the loose ball is then drilled way over by Romeu.
Three added minutes.
Southampton 0 - 1 Blades
John Lundstram's goal gives United a half-time lead.
Teams are back out for the second-half.
We're back underway.
The final 45 minutes of the 2019/20 season.
Front foot start by Southampton who almost profit from a Robinson slip in possession but Basham is there to block a long-range effort.
Great feet from Fleck who dances between two Saints players and drives into the area. He lays the ball for Stevens to shoot but the low effort is blocked.
Southampton equalise and it's Che Adams who latches onto a slow pass in behind to fire beyond Henderson.
United respond with a change as McBurnie is replaced by Zivkovic.
Redmond with a driving run right into the heart of United's area until he's finally stopped by a fine challenge from George Baldock.
Hold up play from Ings results in a lay-off to Smallbone who tries his luck from distance but sends an effort high and wide.
Huge error from McCarthy who bizarrely passes the ball straight to Sharp. He's clear on goal but in trying to round the 'keeper he gives the Southampton defence a chance to make a challenge and the opportunity goes begging.
Huge appeal by United as McCarthy almost handles outside his area, the referee waves play on.
Goal-saving challenge there by Robinson as Adams looked certain to get his second.
Sub for United. Leon Clarke replaces Sharp.
Also, it's time for drinks.
Southampton lead. Walker-Peters with a driving run, he belts a shot straight at Basham with ball falling kindly for Adams to convert for his second.
Southampton enjoying a good spell here as Romeu's pass forces Robinson to head behind for a corner.
Ward-Prowse delivers and United clear to the far side at the second attempt.
Substitution for United as Basham is replaced by Ollie Norwood.
Penalty to Southampton.
Redmond finds Ings who is brought down trying to get into a scoring position.
Ings drives the spot kick to the left of Henderson but it's too strong and beats the 'keeper despite diving the right way. 3-1.
Shane Long replaces Adams.
Fleck sends a free-kick deep to the back post where Clarke cuts it back into a dangerous area but Southampton are alert and clear the danger.
Southampton replace Romeu with Michael Obafemi.
Four added minutes.
Baldock booked in the closing stages.
Southampton 3 - 1 Blades
United had the lead through Lundstram, but goals from Adams (2) and Ings (penalty) seal the points for Southampton.