Looking to bounce back from the midweek defeat to promotion rivals Middlesbrough, United twice levelled but were left heartbroken late on as Bradshaw pounced from close range to seal victory for his side.
Here’s how we rated the Blades on a disappointing evening in the capital ...
1. Defeat at The Den
Millwall's Jake Cooper challenges Sheffield United's Daniel Jebbison: Victoria Jones/PA Wire. Photo: Victoria Jones
2. Wes Foderingham 5
Gave United an early injury concern when he received treatment after colliding with Cooper but shrugged it off to make a crucial save from Bradshaw with his legs in a one-on-one situation. Looked frustrated to have been beaten at his near post by Bradshaw soon after for Millwall's opener but had little chance with the two others Photo: Lexy IIsley
3. Jayden Bogle 5
Plenty of attempted trickery from the Blades right-back but didn't get a great deal of joy out of Millwall's back-line. Still driving forward in the dying minutes of the game trying to force a winner - before the late blow Photo: Paul Terry
4. Chris Basham 5
Back in the side from the start with Anel Ahmedhodzic dropping to the bench, Basham was solid enough early on but was caught slightly out of position with a missed tackle in the build up to Millwall's second. Almost redeemed himself with an equaliser but Long saved his header from Norwood's deep corner Photo: Paul Terry