But who caught the eye for the Blades? Our man Danny Hall offers his player ratings.
1. Dean Henderson 6
Could do little about either goal, both well-struck efforts past him in a flash. Handling and kicking looked confident. | JPIMedia Photo: Simon Bellis
2. George Baldock 7
Caught a stinging volley well but it arrowed straight into Schmeichel's arms. Set up McBurnie's first goal for the Blades with a beautiful cross from the right. Looks comfortable at this level | JPIMedia Photo: Simon Bellis
3. Chris Basham 6
Too slow in possession for Leicester's opener, and left his side horribly exposed for Vardy to score. But improved after that, denying the lively Maddison a few times when one-on-one | Getty Images Photo: Nathan Stirk
4. John Egan 7
Kept Vardy largely quiet, goal aside, by using his anticipation skills and brought the ball out of defence well late on, when United were searching for a way back into the game | JPIMedia Photo: Simon Bellis