Sunderland, with former Blades striker Marc McNulty in their squad, set up tomorrow’s Carabao Cup clash with the Blades by beating Premier League side Burnley 3-1 at Turf Moor.
United beat Championship side Blackburn Rovers in their round two clash, although Wilder is not expecting an easier task when the third-tier Black Cats come to South Yorkshire.
“As they did in the last round they will want to cause an upset,” Wilder said.
“They have a lot of good players and a talented manager who did well up the road, before they came within a whisker of promotion last season.
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“Losing in a play-off final is a difficult one to take, something this club [United] have a nasty habit of doing, and the season after it becomes tougher.
“They’ve made a solid start but nothing is won in August and September.
“With the players they have and the size of the club I’m sure they’ll challenge. There’s a pressure but that can be a good one at times, when it gets rolling.
“It’s a powerful football club and I’m sure one that will come close to getting out of the division.”