The Blades led first inside 25 seconds through Ben Brereton Diaz's opener and then James McAtee restored their advantage after Ebere Eze's equaliser. Eze then levelled again in a breathless first half before Michael Olise, who like Eze was a constant threat to United all evening, scored a second-half winner.
United suffered an injury blow when new goalkeeper Ivo Grbic went off in the second half after taking a whack to the head from Jean-Philippe Mateta, and he will now be assessed ahead of the weekend clash with Aston Villa after being withdrawn as a concussion substitute. Here's how we rated United's players at Selhurst Park...
13. Andre Brooks 5
Replaced Slimane at half-time and forced a smart save from Henderson late on as United pressed for an equaliser
14. Wes Foderingham 5
Football can be a funny old game and days after asking Chris Wilder if he could leave on loan, Foderingham was handed another chance after Grbic was forced to go off. Had no chance with Olise's goal which proved to be the winner
15. Will Osula 5
Came on for McBurnie just after the hour mark and had a decent chance from Bogle's cross blocked
16. Yasser Larouci 5.5
Replaced Robinson and played a bit further forward, almost having a dramatic intervention as his shot was flicked onto the woodwork by Ahmedhodzic Photo: Andrew Yates