The clip, posted on social media, appears to show McBurnie in a fracas with 21-year-old insurance broker Elliott Wright. A second video later emerged showing McBurnie being verbally abused beforehand.
A 24-year-old man who was arrested over the incident has been bailed.
And Morrison, who played alongside McBurnie at Bramall Lane during his spell as a Blades player, had his say on the incident on social media.
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“[Oli] is alone, and there’s a group of lads abusing him.. he sticks up for himself, why’s he in the wrong?” Morrison posted.
"If you ain’t ready for a reaction, keep it moving and keep your mouth closed!!”
United, who signed 24-year-old McBurnie for £20 million in 2019, said they are aware of the footage and carrying out an investigation.