Chris Wilder is wary of the threat Millwall could pose his side in the capital.
Like the Blades, the Lions impressed last season following promotion to the second tier but enter the weekend in 22nd place in the table.
Wilder though believes Neil Harris's side could be poised to turn their fortunes round.
He remarked: "It can happen with a couple of injuries and a couple of players leaving. A few things haven't gone their way perhaps, but I never look too deeply into starts, Millwall is still a very tough place to go.
"It's a lot better than it used to be at the Old Den, the pitch is decent, and the ground is nice and open."
The boss added: "But we'll come up against a really committed side, Leeds equalised late on there, Derby have been beaten and they should have beaten Middlesbrough on the opening day.
"They are hardworking and committed and they are managed by a manager who is exactly the same, they will be looking kickstart their season and if they do nobody would be surprised to see them climb the table.
"We have to play to our potential to hopefully get a positive result, if we don't we could quite easily get beat."