Failure to gain promotion out of League One meant the Blades had to reduce the wage bill over the summer, cashing in on talented youngsters like Matt Lowton.
But star players like Harry Maguire and Stephen Quinn, who many tipped to join the Bramall Lane exodus, are still on United’s books and Wilson is hoping to hang on to them as the transfer deadline looms.
Wilson yesterday said the Blades had not received any firm offers for any of his players, although there had been several enquiries about midfielder Nick Montgomery.
“This transfer window is a nightmare,” said Wilson.
“Everything is up in the air, we just don’t know. This is exactly the sort of anxiety that teams have, you just don’t know what’s going to happen.
“You can ask me a million questions and I just don’t have an answer for you. I don’t know what’s going through people’s minds at other football clubs. Will it happen? Maybe. Do I want it to happen? No.
“It’s a time of uncertainty, that’s the problem. You plan all summer, work with the team, bring it all together and then you are still not certain if you will have that team to go onwards with for the next four months into January. Then the uncertainty opens again.
“I don’t think it’s conducive to anybody, even the Premier League, that they like this window.
“It hurts the smaller clubs rather than the bigger ones, because they take your better players and you can’t replace them.”
Despite the Blades’ need to work on reduced budgets, Wilson is adamant his star names will not be allowed to exit on the cheap.
“We are not in a position where we have to give people away, let’s put that on record,” said Wilson. “We are not going to throw players away for nothing, they have to be the correct bids or correct formats of sale that suits us.
“We are not going to let people go for the sake of it, there’s no fire-sale. If somebody comes in for our players, they will have to pay the going rate.
“We are just keeping our fingers crossed that nothing happens. If anything does happen (before tonight’s deadline) it will be a surprise, an unfortunate one.”
Wilson has no plans to bring in any new signings but has contingency plans in case of any last-minute departures. “If somebody does go out, we have got areas where we know players who could possibly come in.”
The unbeaten Blades welcome Bournemouth to Bramall Lane tomorrow in League One but striker Chris Porter (knee) is ruled out for 10 days.