They lost 1-0, as they have done 11 times in 2020-21 against teams as good as Manchester City and as bad as West Bromwich Albion.
They had the chances to win - not a barrel-load, but enough - and were unable to take them.
Paull Heckingbottom's players might rue their luck but they have lost 29 times in this season's Premier League - more than any team in the competition's history. Once is unlucky, twice is unfortunate but 29 does not happen by chance.
David McGoldrick missed a good chance in the early stages as the Blades carried over the momentum of their victory at Goodison Park and whilst huis 77th minute was much harder, more ambitious and closer, the result was still the same.
That one clipped the bar but you may as well miss by a mile as an inch for all the difference it makes to the scoreboard.
It is perhaps churlish to be too critical of McGoldrick, who had scored 37 per cent of his side's league goals this season, particularly after such a difficult 2019-20 in front of goal, but being unable to take their chances has been one of a number of big reasons the Blades are bound for the Championship.
It says a lot that they have been so reliant for goals on a player who does not count finishing amongst his strengths.
Over the course of the game Newcastle were the better side, overcoming a slow start to have more of the chances. But that is not the point. Premier League football is not always fair, it helps those who help themselves and the Blades just no not do that. Once again they failed to keep a clean sheet although that had nothing to do with the quality of their goalkeeper, and quite a bit to do with some of the attacking players they were up against.
Sheffield United started where they left off at Everton but this time they were unable to get the goal their earlier football deserved, and were made to pay for it.
Seven minutes in Ben Osborn picked the ball up on the left and played the ball to wing-back Enda Stevens, who had popped up at centre-forward. He played the ball across to McGoldrick, who had started on the left of a Blades three.
With the goal at his mercy, McGoldrick pulled his shot wide.
Two minutes later Jayden Bogle flashes a cross over without a touch. McGoldrick ballooned a shot when John Egan hoisted the ball in.
With fans behind them for the first time since February, Newcastle were always bound to come into it at some point and it was clear where their inspiration was going to come from. The first time Allan Saint-Maximin had the ball at his feet, the crowd roared its encouragement and he lapped it up.
The good news was that when Jack Robinson was not blocking from Joelinton and Paul Dummett was not headin a free-kick wide, the Blades had a goalkeeper in outstanding form.
Aaron Ramsdale's weight was perhaps going slightly the wrong way when Shelvey bulletted a header goalwards in the 27th minute but the goalkeeper threw out his right hand to make a terrific save.
That his stop in the third added minutem rushing out to deny Joe Willock was deemed irrelevant by an offside flag did not diminish it.
A goal, though, was coming.
In the fourth added minute Saint-Maximin played the ball out for former Sheffield Wednesday loanee Jacob Murphy, another playing well, and Willock powered the header in from his cross.
It was his sixth game running Willock had scored in. How the Blades would love a striker that clinical, never mind a midfielder.
Chances were fairly evenly spread in the second half but it was not the same as saying you though an equaliser was on the card, even as the game flattened with Saint-Maximin then Willock off injured and the home side's performance flattening after the adrenaline rush provided by 10,000 football-starved supporters.
After a flurry of opportunities at either end to restart the game, Ramsdale's only difficult save of the second half came - predictably - from Saint-Maximin in the 59th minute but even withot the flourescent barrier in hay he would have struggled to the net from the tight angle.
John Fleck made a big tackle to deny a breakaway shortly afterwards but the closest chance was McGoldrick's albeit from nowhere.
One positive was a stoppage-time debut for 18-year-old Oluwafemi Seriki, picked up from Bury when they folded. Daniel Jebbison got another 90 minutes under his belt.
The youngsters who have entered the fray lately have given the Blades some hope for the future but they will need to be sharper to make the most of it.
Newcastle United: Dubravka; Murphy, Krafth, Fernandez, Dummett, Ritchie; Willock (Carroll 85), Shelvey, Almiron; Saint-Maximin (S Longstaff 71), Joelinton (Gayle 46).
Unused substitutes: Clark, M Longstaff, Lewis, Hendrick, Manquillo, Gillespie.
Sheffield United: Ramsdale; Basham, Egan, Robinson; Bogle, Norwood, Fleck, Stevens; McGoldrick, Jebbison, Osborn (Brewster 68).
Unused substitutes: Lundstram, Lowe, Jagielka, Foderingham, Brunt, Gordon, Boyes, Seriki.
Referee: R Jones (Merseyside).
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