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 ...
5. John Egan 5
Couldn't get across quickly enough to prevent Bradshaw firing the home side ahead early on and played as an auxiliary striker at times as the Blades looked to get back into the game Photo: Paul Terry
6. Jack Robinson 4
Left horribly exposed by Lowe for Millwall's opener and then made a rash decision to follow the ball soon after and was indebted to Foderingham for saving well from former Blade Burke. Couldn't win the header that led to Millwall's winner and risked a red late on by shoving McNamara to the ground Photo: Paul Terry
7. Max Lowe 4
Caught horribly out of position for Millwall's opening goal, allowing Burke to travel unopposed before slipping in Bradshaw for another goal down United's left flank after that channel was exposed v Boro in midweek. Then couldn't do enough to prevent the cross for Millwall's late winner Photo: Paul Terry
8. Ollie Norwood 5
Couldn't exert his usual control on the game due to Millwall's difficult style to play against. Set-pieces a threat and could have led to a goal if Basham's header had gone past Long Photo: Andrew Yates