The Blades left Stamford Bridge feeling extremely hard done by after a 2-0 defeat prevented Paul Heckingbottom’s side from reaching the last four of the FA Cup.
Indeed, it was quite the contrast from the 5-0 hammering at Leicester City. United more than matched their hosts in Heckingbottom’s second game in caretaker charge.
The 43-year-old will oversee first-team duties for the remainder of the season while the club’s hierarchy identifies a permanent successor for Wilder.
And according to The Sun, the Blades have sounded out former Watford and Fulham promotion-winning boss Slavisa Jokanovic as their top target.
The Serbian is currently managing Qatar outfit Al-Gharafa on a very lucrative contract but could be tempted by a return to England.
Apparently, for that to happen, United would need to make Jokanovic the best-paid manager in the Championship – if they are relegated – which is around the £2million-a-year mark.
The same publication also claims Wilder has recommended his boyhood club move for Swansea City's in-demand Steve Cooper.
Cooper could be available if the Welsh club fail to seal promotion. He wouldn’t come cheap but the Blades are willing to get their cheque book out for the right man.
Elsewhere, the Daily Star understands West Brom will offer Wilder the chance to take over at the Hawthorns if Sam Allardyce calls it quits this summer.
It is unlikely Allardyce will stay in the Midlands if relegation is confirmed. The 66-year-old has a break clause in his 18-month contract that can be triggered at the end of this term.
Here are the latest headlines surrounding Sheffield United and their Premier League rivals:
1. Spurs & Arsenal approached over Vasquez
Tottenham Hotspur and Arsenal have been approached to see if they are interested in signing Real Madrid winger Lucas Vasquez, who is out of contract at the end of the season. (Daily Mirror) Photo: Emilio Andreoli
2. Leicester join Bissouma race
Leicester City have joined Arsenal in the race for Brighton and Hove Albion midfielder Yves Bissouma. The Foxes hope the pull of Champions League football will tempt the 24-year-old to the King Power Stadium. (Daily Mirror) Photo: MIKE HEWITT
3. Newcastle players demand Charnley talks
Several Newcastle United players are demanding face-to-face talks with Lee Charnley after being left shocked at Mike Ashley’s decision not to sack Steve Bruce following the 3-0 defeat at Brighton on Saturday. (Football Insider) Photo: Catherine Ivill
4. Magpies scout Accrington goalkeeper
Newcastle United are scouting Accrington Stanley goalkeeper Toby Savin. Manchester United have also checked in on the 20-year-old, who has started 20 games in League One this term. (The Sun) Photo: Lewis Storey