Chris Wilder's men were sitting pretty in third before they hosted Hull City at Bramall Lane at Saturday.
Having won an impressive ten of their 15 games so far this season since their promotion from League One, signs are starting to emerge this is no flash in the pan.
However, their impressive form still wasn't enough to convince one football fan to back them this weekend and it ended up being a costly mistake.
James Seekings, 20, put a meager 90p bet on an 11-fold accumulator on Saturday's matches including games from the Premier League and the Championship.
However, after successfully backing Sheffield Wednesday, Burnley, Brighton, Ipswich Town, Barnsley, Bolton, Huddersfield, Bournemouth, Liverpool and Reading, James was relying on just one result.
But, it turned out that it was his own team that would ultimately cost him a whopping Â£250,000 prize with his beloved Hull City going on to lose 4-1 with Leon Clarke grabbing the goals.
The 20-year-old revealed he turned down the opportunity to cash out Â£1,700 of his winnings at one point but persevered in his faith that Hull City would turn things around.
James took to Twitter to share his soul-destroying tale in a tweet which has now been retweeted over 800 times.
A dejected James posted that he could have bought his own house and a Range Rover with his earnings, but instead he was 'stuck in me mums house with a corsa'.