Rhema Lord-Mears and Courtney Sweetman-Kirk both netted for the hosts but goals from Charley Clifford, then McLean ten minutes from time, meant both sides were forced to settle for a point.
The result means the Blades finish the season in a solid seventh-place, four points behind fourth-placed Palace and well clear of the Championship drop zone.
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Neil Redfearn’s side came flying out of the blocks and required just 12 minutes to fire themselves in front at the New York Stadium.
And they did so in spectacular fashion as Lord-Mears’ long-range strike flew past Palace goalkeeper Emily Orman and into the top corner.
The visitors responded, however, and equalised shortly after the half hour mark as Clifford emulated Lord-Mears’ effort by also firing home in style.
That looked to spark United into life once again and just three minutes later, the Blades hauled themselves back in front.
Ellie Wilson whipped a superb cross into the box and former Liverpool ace Sweetman-Kirk, celebrating her 50th United appearance, was on hand to head home at the back post.
Millie Farrow went close to levelling for Palace once again just after the break before the Blades blew a flurry of chances shortly before the hour.
Siobhan Wilson was then denied by a fine save from United keeper Fran Kitching as the increasingly frantic contest unfolded – both teams going toe to toe and trading periods of pressure, although Redfearn’s charges appeared in the ascendancy.
But the visitors clawed themselves back into the match with just over 10 minutes remaining when midfield dynamo McLean coolly slotted home.
Lucy Watson had earlier twice gone close for United, while Bex Rayner also caused an anxious moment in the Palace rearguard after her team mates had seen an appeal for a penalty waved away by the officials.
Both sides pressed for a late winner and despite Lord-Mears going close for United, brought their consistent campaigns to a close with an entertaining draw.