United slipped to defeat, despite another encouraging performance against Arsenal at the Emirates Stadium.
Two second-half goals in three minutes for the hosts proved decisive for the home side, despite an excellent strike from David McGoldrick giving United real hope of a comeback and a first point of the season late on.
United made one change from the side which faced Leeds last time out. Egan returned from suspension to skipper the team and replaced Ampadu at the heart of the Blades defence. New record signing Brewster wasn't registered in time to be involved.
Although it was the home side who enjoyed much of the ball early on, Burke almost caught out Luiz and appeared to be tugged back before Leno hacked clear. Lundstram's inswinging corner then caused Arsenal some problems, but as the ball dropped in the six-yard box, Berge was flagged for offside.
The Blades were gradually growing into the game and looking a threat in possession and on the break. Osborn intercepted a Ceballos pass before continuing his run, but unfortunately Burke's through ball was just behind him and Leno collected the loose ball. The home side continued to have a lot possession, but the first effort on target of the game was a tame header by Nketiah which was comfortable for Ramsdale, before Egan's block was a timely one to deny a turning Saka.
On 37 minutes, Ramsdale was called into action for a second time, this time to deny Aubameyang from distance after a poor clearance from the goalkeeper had landed straight at the feet of Ceballos. Moments later, Berge was yellow carded for a challenge on Aubameyang, catching the striker on the follow through having won the ball initially. The first half ended with United, marshalled by Egan, defending well and limited Aubameyang to a speculative overhead kick.
It was the hosts who started positively in the second period, but thankfully Aubameyang was unable to connect with a low ball into the box from Ceballos having spun off Basham. United's first change followed shortly after, when McBurnie replaced Burke, who had worked tirelessly leading the line.
But on the hour mark it was the Gunners who took the lead as SAKA headed home at the back post from Bellerin's cross, with Willian, Pepe and Elneny all involved the build-up. Following that goal, Fleck was introduced in place of Osborn, but a swift break down United's left saw Arsenal double their advantage a minute later as PEPE combined with Bellerin before side-footing an effort into Ramsdale's far post.
Wilder's final change with 14 minutes remaining saw Sharp come on for Basham, with McGoldrick playing off the two substitutes and McBurnie then drew a save from Leno from distance. The Blades continued to search for a way back into the contest and Sharp won a corner off Luiz which threatened to cause danger for the home side until Aubameyang cleared his lines.
And in the 83rd minute United got a deserved goal, Baldock advanced forward and created some space for MCGOLDRICK who did the rest, curling home a lovely left-footed effort into the far corner, giving Leno no chance. The Blades sniffed the chance of claiming a point and through bodies forward looking for an equaliser.
Four minutes of added time were signaled by the fourth official, but after Elneny failed to head clear from Robinson's long-throw, Lundstram volleyed over from the edge of the area. Still United came forward though and in the last seconds McGoldrick had a shot deflected wide by Maitland-Niles and despite Ramsdale's presence in attack Arsenal held on.
Arsenal: Leno, Bellerin, David Luiz, Gabriel, Tierney, Ceballos (Xhaka 81), Elneny, Saka (Maitland-Niles 87), Willian, Nketiah (Pepe 58), Aubameyang.
Subs: Runarsson, Holding, Willock, Lacazette.
Blades: Ramsdale, Baldock, Stevens, Basham (Sharp 76), Lundstram, Berge, Egan, Burke (McBurnie 56), McGoldrick, Robinson, Osborn (Fleck 63).
Subs: Lowe, Norwood, Foderingham, Ampadu.
As it happened...
After the players take the knee, Arsenal to kick-off and we're underway!
Early half chance for Arsenal as Aubameyang chips a ball through to Nketiah but his touch lets him down otherwise he'd have been in on goal.
Well, almost in there Oli Burke!
David Luiz takes too long in possession and is robbed by the United striker but Leno is quick to sprint off his line to clear. Was there a shirt pull by Luiz? Looks that way.
Lundstram's delivery causes panic after an initial poor headed clearance by David Luiz, but as the ball is returned, Sander Berge is just offside.
Lundstram brings down Saka and Arsenal have a free-kick in a good area.
Willian plays it short, Ceballos delivers but United head clear.
Long spell of patient possession for the Gunners.
Eventually Saka delivers but Egan makes a good clearance at the near post.
Mini-scramble in the United area as Basham does brilliant on the floor to hook the ball clear before he gets tagged and United win a free-kick.
Osborn delivers a free-kick onto the chest of McGoldrick, he lays off to Stevens who delivers but Arsenal clear at the second attempt at the back post.
Good start from United.
Burke attacks a Robinson long throw but heads well wide. United doing well so far.
Quick break by Arsenal halted by a well-timed sliding tackle by George Baldock on Saka.
United attack, Burke looking to thread a pass through into the Arsenal area, just behind the runners and it deflects into the path of Leno.
Bellerin dances into the area before laying off to Willian. Low cross looks inviting but no Arsenal player attacks the ball and Ramsdale gathers.
Quite period in the game.
Arsenal enjoying lots of the ball, as you'd expect, but United look organised so far.
Closing down from Burke is good again as Luiz has to go long. It nearly turns into a good ball as Nketiah gives chase but Egan is strong and sees the ball out, under pressure, for a goal kick.
Saka draws the foul from Basham. Arsenal take the free-kick short, Ceballos finds Tierney who delivers a dangerous cross but Stevens is quickly there with a brave header clear.
Ball looped into Nketiah who gets a glancing header to the ball but it's an easy claim for Ramsdale.
Saka down again after a challenge from Baldock. Word by the official Lee Mason, no card though.
Arsenal just starting to get a little more joy now as another quality Tierney delivery just misses the head of Aubameyang.
Nice ball into the channel is latched onto by Burke, he cuts back inside at the byline and attempts to cross, but the ball in is blocked.
The Blades win a throw, but Robinson's delivery is headed clear by Luiz. Then an up and under from Osborn sees Egan foul Leno as he punches clear.
Arsenal are sloppy playing out from the back and concede a throw.
Robinson hurls into the box, Elneny heads clear and eventually Willian puts his foot throw it.
Mistake from Ramsdale whose poor kick is worked to Aubameyang but the 'keeper redeems himself with a wonderful tip over from the 25-yard shot.
Berge heads clear the resulting corner.
Berge booked after he wins a challenge but the follow through is deemed high on Aubameyang and it's a yellow for the Norwegian.
Not looking good for Aubameyang who remains down...
The striker limps away but he'll be okay to continue.
Egan heads Tierney's cross behind for a corner.
Willian delivers, Basham does enough to clear.
Aubameyang with a weak acrobatic effort which bounces once and into the arms of Ramsdale.
Again Egan does really well to see a ball out for a goal kick under pressure.
We have one added minute.
Arsenal 0 - 0 Blades
Good from United so far. Game of few chances but the Blades have set up really well. Goalless at the break.
Teams back out for the second half.
John Lundstram over the ball and United get the second-half underway.
First four minutes of the second-half following the same pattern. Arsenal have the ball but United have a good shape again.
Opportunity for United to break through McGoldrick which eventually comes to nothing as there's a mix up between Osborn and Robinson.
After an opening seven minutes without anything happening, Arsenal show their quality when Ceballos speeds up the attack with a wonderful first time pass into the area which is inches away from being converted by Aubameyang.
United try and build something down the other end as Lundstram is almost fouled in the area. The attack ends as Basham's cross goes behind.
Burke has run his heart out for United and he's coming off now to be replaced by McBurnie.
Arsenal change as Nicolas Pepe replaces Nketiah.
Best move of the game as Arsenal play a series of one-twos around the area, and a cross by Bellerin is headed in by Saka.
Chris Wilder responds by replacing Osborn with John Fleck.
Quickfire brace for the Gunners and United are up against it. Pepe sprints into the area on the angle after a one-two with Bellerin and he rolls it into the bottom corner.
The goals have lifted Arsenal who are controlling possession now with the two-goal cushion. Blades can't get a foot on the ball at the moment as the Gunners start to grow in confidence.
United enjoy some possession high up the pitch as Lundstram, Baldock, McGoldrick and Basham exchange passess but it comes to nothing in the end and Arsenal have the ball back.
Another spell of possession for the Blades but again there's nothing at the end of it. The game starting to drift away here as Billy Sharp stands by to come on.
Billy Sharp replaces Chris Basham.
Shot on target for United as McBurnie attempts a long range effort from 25 yards which is comfortably held by Leno.
Run into the area from wide by Sharp, he crosses, blocked by Luiz and United have a corner.
Arsenal change as Ceballos is replaced by Granit Xhaka.
Lundstram's corner headed into the mix by Berge but Arsenal scramble it clear.
Another United corner...
Fleck delivers but there's a diving header clear at the near post.
Well, it's not done yet.
United have stepped up a little and Baldock lays the ball off to McGoldrick who steps inside and curls a lovely shot into the bottom corner from 25 yards. Brilliant finish.
Patient play from United ends with a teasing cross into the area but as two Blades players attack the ball, the referee blows for a foul.
Arsenal change as Saka is replaced by Ainsley Maitland-Niles.
Four added minutes.
Long throw from Robinson is headed clear and Lundstram vollys over from 25 yards. Tough chance.
United throwing into the mix, ball comes to McGoldrick who fires wide via a deflection...
Fleck's corner is cleared...
Arsenal 2 - 1 Blades
Goals from Saka and Pepe are enough as McGoldrick's late strike isn't enough.