Saddlers’ front-man Romaine Sawyers bagged the only goal in what proved to be the Blades’ third game on the spin without scoring.
A much-changed Blades side – boss Nigel Clough made five alterations to the line-up which started the weekend FA Cup tie at Crewe – just about enjoyed the better of a goalless first half at the Banks’s Stadium.
The visitors created the bulk of the chances, though it was the Saddlers who threatened first.
Tom Bradshaw did well to carve out an opening for Jordan Cook, but he fired wide.
Defender Craig Alcock and Stephen McGinn both went close for the Blades, before Diego De Girolamo thrust himself into action as he appeared keen to impress following his recent loan stint at York City.
The teenage front-man found space in the box, only to see his shot saved by former Sheffield Wednesday goalkeeper Richard O’Donnell.
Blades’ Louis Reed fluffed a decent opportunity, while Walsall’s Bradshaw wriggled free of Harrison McGahey before unleashing a shot which Blades goalkeeper Iain Turner smothered well.
The visitors were first to threaten in the second period, Rob Harris cracking in a free-kick from the edge of the box which cleared the wall and fizzed wide.
The deadlock was broken by the Saddlers in the 55th minute. Ben Purkiss whipped in a corner-kick which Sawyers nodded past Turner at the near post to register his third goal of the season.
The goal initially stung Clough’s men into action, with De Girolamo and Reed forcing saves out of O’Donnell, but it didn’t take too long for the hosts to wrestle back the initiative.
Substitute Sam Mantom latched on to a super pass from Sawyers, only to clip a disappointing shot over the top.
Walsall: O’Donnell, Purkiss, Downing, A Chambers, Taylor, Cook (Grimes 71), Forde, Cain (Mantom 71), J Chambers, Sawyers, Bradshaw (Manset 46). Unused substitutes: O’Connor, MacGillivray.
Sheffield United: Turner, Alcock, Basham, McGahey, Harris, Flynn, Doyle, Reed, De Girolamo (Campbell-Ryce 83), Porter (Baxter 79), McGinn (Scougall 79). Unused substitutes: Howard, Kennedy.
Referee: D Coote (Nottinghamshire).