Marcus Williams says the Blades are focused on returning to winning ways at the weekend, after last week's reversal at Brentford.
United welcome Joe Dunne's Colchester United side to Bramall Lane on Saturday and whilst mindful of the U's start to the season, Williams says the onus will rest with the hosts.
Speaking ahead of the clash, the left-back said: "It is still early days but Colchester will come to Bramall Lane full of confidence after 1-0 wins over Gillingham and Port Vale.
"Saturday, in my eyes, is a game we need to be winning and I am sure the other lads would say the same, that is with all respect to the opposition.
"Colchester will fancy their chances, though, and we have to be mindful of their threats and give them the respect they deserve. They haven't conceded in the league this season so they will be optimistic of doing a job on us, but we have to remained focus on how we can influence the game."
Williams added: "We have trained well throughout the week and at home, in particular, we know we need to be winning the majority of our fixtures."