The Blades host Swindon Town tomorrow in the first leg of a semi-final tie that will see the winners go on to face either Preston North End or Chesterfield at Wembley on May 24.
United finished eight points behind the Robins in the regular season, but it is the Yorkshire outfit’s woeful record in the play-offs that is most troubling supporters.
In seven less than magnificent previous attempts, not one has finished in success with the Blades also sharing with Reading the unwanted record of having lost a final at both the new and old Wembley plus the Millennium Stadium in Cardiff.
McNulty, however, believes this season will see the club’s fortunes finally change for the better and points to the thrilling run to the semi-finals of both the FA and League Cups in the past two years as proof Nigel Clough’s men can flourish when the stakes are high in knockout football.
“I have had a few fans say already that we don’t do well in the play-offs,” said McNulty, who took his tally of goals for the season to 13 with his strike in Sunday’s 1-1 draw with Chesterfield.
“But this is a new team and totally different to what has happened in the past.
“The boys are confident and that is the main thing. We see it as an incentive that we can be the ones to break that run.
“The manager, the boys and all the staff, we want to be the ones to be successful. Let’s hope we can do it.”
United’s first taste of the play-offs came in 1988, back when the team finishing immediately above the relegation places would take on the three teams from the division below who had missed out on automatic elevation.
Dave Bassett’s men finished third bottom in the old Division Two but lost over two legs to Bristol City in the semi-finals.
The format changed a couple of years later to just include teams chasing promotion, but the Blades’ fortunes have not improved with defeats in the final to Crystal Palace (1997), Wolverhampton Wanderers (2003), Burnley (2009) and Huddersfield Town three years ago.
Despite history being against Clough’s men, McNulty is adamant that taking Tottenham Hotspur all the way in the League Cup semi-finals over two legs will stand United in good stead.
“As a team, we have shown in the cups as to what we can do in these sort of games,” said the striker, who moved south from Livingston last summer. “The play-offs replicate that a little bit.
“The boys are confident that we can do the same in the play-offs as we have the cups. We know what is at stake and because of how we did in the cup, we aren’t going into the unknown in terms of these games.
“Swindon is a big game, but we all know our jobs. We can’t have any passengers and everyone needs to be on their game.
“We played Spurs and went 2-0 down early in the second leg. But we didn’t panic and stuck to our jobs.
“That shows if the worst does happen and we fall behind, we won’t lose heart. Over two legs, anything can happen in a split-second to change things.
“Against Spurs, we were 2-0 down in the second leg but then got level in just a few minutes. The boys are confident it will come good.”
McNulty may have had to wait until the summer to move south of the border ,but when the Blades took on Hull City at Wembley in April last season there was talk of the transfer being a possibility.
It meant the Scot was an interested spectator at home in Scotland as Clough’s men made Hull fight all the way for a 5-3 victory.
“Stefan (Scougall) does mention him playing at Wembley a bit,” laughed the 22-year-old striker. “I watched the game back up in Scotland. It was one of those where I wish I could have been there.
“Now, we are so close and I want to be able to get to Wembley. There had been rumours about me coming to Sheffield so I was a bit gutted, as who doesn’t want to play in games like that?
“I know the club didn’t win, but the experience must have been great – and to do as well as they did was something to be proud about.”
McNulty’s dreams of a Wembley bow will be decided by the end of Monday’s return leg at Swindon.
By then, he may have added to a goal tally that only Jose Baxter can match this term for United even though the Scot is unlikely to start tomorrow due to Clough’s preference to lead the forward line with Steven Davies.
“When the manager has called upon me,” added McNulty, “I have tried to do my best. If I get a goal, that is a bonus.
“I got one against Chesterfield and that was good for my confidence. More importantly, though, it helped the team out.
“It was probably not the usual goal I score. (John) Brayford had a shot that I was ready to follow in. But it came to me, got stuck under my feet a little bit and then I took a first-time shot that I caught sweetly.”