Wilder recently confirmed he wanted to make "another couple" of signings before the transfer deadline after recruiting former MK Dons midfielder Samir Carruthers and Daniel Lafferty, previously of Burnley, earlier this month. Joe Riley has also arrived, on loan from Manchester United.
And speaking after his side's 2-2 draw with Gillingham this afternoon, Wilder confirmed a bid had been lodged with United's Yorkshire rivals.
Hanson missed Bradford's 1-1 draw with Millwall, and Bantams boss Stuart McCall said: “I got a call earlier this week about James from a Championship club. We then got the bid from Sheffield United.
“It is disappointing that his agent told him about the bid, but that is football. We had to change the shape we played today as a result. We were going to play with three strikers and have a go at them. We just got on with it and I’m disappointed not to have got the three points."
The 29-year-old, who joined City from non-league Guiseley in 2009, has scored nearly 100 goals in 335 appearances for Stuart McCall's side.