Chances for either team were few and far between but it was Michael Tonge who came the closest for Sheffield United. His stunning 30 yard free-kick looked destined for bottom corner before Gills keeper Jason Brown pared the shot away.
Throughout the game the visitors were nothing special but did enough to frustrate the Bramall Lane crowed of over 21,000.
After the break the game opened up a little but did not match the excitement that the Blades can produce. New signing Chris Morgan came close to scoring on his debut but his header scraped the post after Tonge delivered a fine corner.
The Gills responded with a chance of there own, Danny Spiller let fly a 25 yard shot but took the ting out of it when it smashed against Peter Ndlovu which then caused Paddy Kenny any problems. United went quickly into the game and Jason Brown did well to stop Brown's shot.
John Hills blazed wide for the visitors, who were then indebted to keeper Brown when he tipped Tonge's brilliant free-kick around the post.
Warnock sent on new striker Ashley Ward for Wayne Allison just after the hour but he too made little headway.
The visitors began to grow in confidence late on with a swerving cross by Mark Saunders forcing Blades keeper Paddy Kenny into action before Nayron Nosworthy shot weakly wide.
And it was Andy Hessenthaler's side who looked just as likely as the game entered the final stages with new Blades defender Chris Armstrong doing well to block Paul Shaw's rifled shot.
Gills keeper Brown saved well again from another long-range effort from Tonge, before Phil Jagielka and then Blades skipper Robert Page were forced to clear their decks as the action switched from end to end.
Tommy Johnson and United substitute Andy Parkinson - another close-season signing - traded shots from outside the area but with the Gills midfield squeezing the life out of Tonge, Brown and Rankine, neither side possessed the guile necessary to break the deadlock.