For one thing, the Blades still have some pride to preserve, although to do that they will need to perform an awful lot better than they did against Tottenham on Sunday evening.
United were beaten 4-0 by a rampant Spurs side, and never really laid a glove on their hosts in north London.
Even taking the issues they have faced this season out of the equation, however, Sheffield United will be hoping to finish this season as strongly as possible to give them a boost heading into their campaign next time, especially with the prospect of a new manager coming in.
Speaking about the need to bring in a new boss, interim manager Paul Heckingbottom said: “There’s things we can look at and talk about,” while also acknowledging that a quick appointment would be “preferable” soon after United’s demotion was confirmed.
“There’s things that need to be in place and worked on so whoever does take over from Chris has the best possible start and can immediately get on with doing the most important parts of their job.
“But they’ll also want to put their own stamp, their own mark if you like, on things; particularly when it comes to the make-up of the squad.”
Next up for the Blades is a meeting with Crystal Palace on Saturday.
We’ve gathered the best of today’s Premier League speculation involving Sheffield United and their top flight rivals below...
1. St Pauli fans want Ostigard
Fans of German side St Pauli are dreaming of a return for Brighton and Hove Albion defender Leo Ostigard this summer, but a deal may be difficult to get done. (Bild) (Photo by George Wood/Getty Images)
Photo: George Wood
2. Blades interested in Gauld
Sheffield United are among a number of clubs interested in Ryan Gauld. Blackburn Rovers, Brentford, Brighton & Hove Albion, Norwich City and Swansea City are also keen. (TEAMtalk) (Photo by Tony Marshall/Getty Images)
Photo: Tony Marshall
3. GLASGOW, SCOTLAND - MARCH 21: Celtic player Shane Duffy arrives at the ground wearing a face covering before the Ladbrokes Scottish Premiership match between Celtic and Rangers at Celtic Park on March 21, 2021 in Glasgow, Scotland. Sporting stadiums around the UK remain under strict restrictions due to the Coronavirus Pandemic as Government social distancing laws prohibit fans inside venues resulting in games being played behind closed doors. (Photo by Ian MacNicol/Getty Images)
Wayne Rooney has set his sights on signing Brighton defender Shane Duffy if Derby County stay up. (Football Insider) (Photo by Ian MacNicol/Getty Images)
Photo: Ian MacNicol
4. United prepare Kane bid
Manchester United look set to sanction a huge £90m swoop for Spurs striker Harry Kane, who is likely to leave the north London club this summer in search of winning silverware. He's scored 26 goals and made 15 assists for his side this season. (The Sun) (Photo by Nick Potts - Pool/Getty Images)