Neither side could break the deadlock, Gary Madine and Sam Hutchinson having the game's best chances, but goalkeepers Keiren Westwood and Dean Henderson produced fantastic saves.
The Owls were without left-back Achraf Lazaar (hamstring), so Dominic Iorfa came in at right-back, with Liam Palmer switching flanks.
Three changes for the Blades, in came Chris Basham, Jack O'Connell and former Owls striker Gary Madine. David McGoldrick, Martin Cranie and Marvin Johnson out.
Wednesday had not won a derby since 2012, while Blades boss Chris Wilder was unbeaten in three Steel City games since returning to his boyhood club as manager.
Kicking towards the Kop end, United got the game underway to the backdrop of an electric atmosphere.
And it was Madine who had the first chance, his back post header - from Ollie Norwood's cross - was blocked by Keiren Westwood.
Most of the attacking intent from both sides came from set pieces in the opening half, as both teams tested each other out.
Madine was causing Wednesday problems, and a free-kick just before half-time saw Egan head over into the Kop.
Steven Fletcher tried an acrobatic overhead kick - from a cross from George Boyd, who replaced the injured Fernando Forestieri at the interval - but it sailed into the crowd.
Norwood saw his shot flash wide of Westwood's right-hand post, as the game started to open up, while Rolando Aarons saw his fierce cross tipped away by United goalkeeper Dean Henderson
And the Blades stopper rescued his side with a close-range save, as Hutchinson burst through to get on the end of Aarons's low curling cross. It was the best chance of a tight contest.
Madine's night was over on 67 minutes, replaced by David McGoldrick.
But this a night when both defences were on top, as the Steel City derby ended in a third successive 0-0 stalemate.