Bramall Lane's biggest crowd of the season saw the Blades denied by a defensive Wednesday.
The best chance of the night saw goalkeeper Joe Wildsmith spectacularly tip over Clayton Donaldson's header.
United made three new signings in the build-up to the match but Leonard, Evans and Wilson had to be content with places on the substitutes' bench as Wilder reverted to the starting XI that impressed at Derby County in the last league fixture. Former Owl Clarke wore the captain's armband.
It was quickly clear that Wednesday were matching up United's formation, which included three central defenders. The first chance, following the first corner, saw Lundstram volley onto the roof of the net on three minutes.
The Owls won their first corner when Fleck deflected Palmer's shot wide and the opening 30 minutes saw neither side lay claim to getting on top. Stevens got around the back of the defence but his low cross evaded everyone and for the visitors Rhodes headed wide a Palmer cross and Joao chipped onto the roof of United's net.
Joao was Wednesday's most dangerous player in the first half and he fired wide at the near post, as did Wallace after a break.
Late in the half O'Connell was inches from connecting with a free-kick and then, following Fleck's run, which drew a foul, Duffy curled wide of the angle of crossbar and post.
The first seven minutes of the second half saw both sides register a better chance than the whole first half. On 50 minutes, from Baldock's cross, Donaldson's flicked header was on target but Wildsmith tipped over, at full stretch. It was followed by Pudil volleying just wide after his long throw was half-cleared.
Wallace twisted and turned but his shot was saved by Moore in a crowded box and then Fleck's effort was inadvertently blocked by Fleck.
The action then heated up with a deserved red card. A second cynical foul on Donaldson by Loovens saw him shown a second yellow. Before the resulting free-kick, which Wildsmith parried away, Wilson was introduced for his debut.
The sending off resulted in Wednesday retreating. Duffy's free-kick was headed wide by Clarke at the near post and after a patient build up Lundstram was well off target.
From Duffy's cross on 80 minutes Venancio got ahead of Clarke but forced his own goalkeeper into a save and substitute Wilson also tried his luck from distance.
Late on there were a couple of nervous moments for United. Following a couple of mistakes a long-range effort from Reach saw Moore push over and then the Blades goalkeeper was forced to save from Wallace.
In injury-time the Blades were back on the offensive but Stevens took Baldock's cross off Wilson's toe and Lundstram shot over moments before the Wednesday fans celebrated the final whistle.
Blades: Moore, Baldock, Stevens, Fleck, O'Connell, Basham, Lundstram, Clarke, Donaldson (Wilson 66), Stearman, Duffy.
Unused: Sharp, Wright, Leonard, Evans, Lafferty, Blackman.
Wednesday: Wildsmith, Jones, Fox, Rhodes (Boyd 70), Loovens, Palmer, Joao (Nuhiu 82), Reach, Wallace (Clare 90), Pudil, Venancio.
Unused: Butterfield, Matias, Dawson, Thorniley.