Both sets of players arrived on the pitch wearing black armbands, and a large picture of the Blades former defender was displayed on the big screen, as a silence was observed.
The 31 year old was found dead at his home in Greece earlier this week. Police say there are no suspicious circumstances.
English-born Baldock was called up to play for Greece in 2022 when Gus Poyet coached them, after being eligible to represent them through his grandmother.
The Greek side also paid another tribute to the player, by bringing a Greek shirt with the name and number Baldock and two on the back.
They later dedicated Vangelis Pavlidis’s goal in the second half to the the former Blades player, waving the black armband, and pointing to it as they celebrated, and bringing out this shirt carrying his name.
The death of the 31-year-old Greece international, who signed for Athens club Panathinaikos in the summer, was confirmed in a family statement issued on Wednesday.
A statement from Greece's Ministry of Citizen Protection released on Thursday read: "A preliminary investigation has been carried out by the Attica Security Directorate.
"A forensic pathologist was called to the scene and examined the body with no evidence of criminal activity.
"In addition, the police searched the house to determine if there are any traces of a burglary, with a negative result.
"Also, a specialised team of the Criminal Investigation Directorate of the Police carried out a check at the house in order to exclude the possibility of criminal activity."
UEFA has said there would also be a minute's silence before Greece's match at home to the Republic of Ireland on Sunday.
Baldock's family said in a statement they were "in shock at this terrible loss" and called for the media to respect their privacy.
The Blades paid tribute to Baldock, who spent seven seasons at Bramall Lane including three in the Premier League.
"Sheffield United Football Club is shocked and extremely saddened to learn of the passing of former player, George Baldock ," a club statement posted on social media read.
"The defender left the club in the summer after seven years at Bramall Lane and was extremely popular with supporters, staff and team-mates who pulled on a red and white shirt alongside him.
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“The sincere condolences of everyone associated with Sheffield United are extended to George's family and friends."
A statement from the Greek national team said: "There are no words to describe the human pain caused by the news of the unexpected loss of one of our own, young, man. The moment forces silence. Condolences to his family. Condolences from his second family."
Buckinghamshire-born Baldock started his career at MK Dons and went on to play more than 100 times for the club, alongside his brother Sam who is now a coach at the Brighton academy.