The Swedish goalkeeper went away on international duty after completing a deadline-day loan from Roma, but may not be able to face Peterborough United at Bramall Lane on Saturday.
He is one of a number of doubts for the reset team.
“We have not had the opportunity to start working with Robin - new rules, Covid, Brexit I cannot give you an answer if I can use him immediately, I may have to wait a bit more before I can use him,” said manager Slavisa Jokanovic.
Olsen spent last season on loan at Everton.
Wes Foderingham and Michael Verrips equally shared the four matches after Aaron Ramsdale moved to Arsenal, and the former was widely regarded as the more impressive.
As well as Olsen, the Blades also signed Morgan Gibbs-White and former Barnsley midfielder Conor Hourihane, who is in contention for the weekend after joining up with the squad on Wednesday after playing for the Republic of Ireland.
David McGoldrick, who has retired from playing for the Irish, is a doubt with the back injury which kept him out at Luton Town, whilst Sander Berge is "touch and go" after testing positive when he joined up with Norway and Ben Davies - the club's other signing of the window, also on loan - has a foot problem.
Jokanovic fell one short of the five signings he wanted in the window, missing out on targets such as Ronaldo Vieira, Amad Diallo, Yann Karamoh and Alex Collado for different reasons.
"It can be better, it can be worse," was how the Serb reflected on the Blades' business. "Of course all the coaches prefer permanent signings.
"It wasn't an easy transfer window for us. Some players we intended to sign we couldn't finish the job (close out the deal) with them.
"We've brought some quality guys into the team. They can give us some different options. and what I prefer or not is not important right now. I agreed to signing these players."