Michael Carrick and Wayne Rooney netted in what was a convincing win for the Old Trafford club, but the visitors can go away feeling proud of themselves, they lost, but weren't humiliated.
Former Tottenham Hotspur Midfielder Carrick latched onto a through ball from Ronaldo to slip past Kenny as early as the fourth minute whilst Rooney struck home early in the second half.
The Blades however will be screaming blue murder when, with the score locked at 2-0 full debutant Luton Shelton was denied a stone wall penalty by referee Rob Styles after Gabriel Heinze hacked the Jamaican down in the box.
United had little chances throughout but there best opportunity rose on 90 minute mark when Michael Tonge cut in from the left hand side to unleash a terrific shot which swung round the keeper only to crash on the top side of the crossbar.
The Reds started the game without Rio Ferdinand (groin) and goalkeeper Edwin van der Saar (nose) who both suffered injuries during their victory over Watford in the FA Cup Semi-Final last Saturday.
However the lack of personnel at the rear made little difference as the home side took control of the game early on, Christiano Ronaldo filed in a perfect pass for Carrick to charge down and skip over Paddy Kenny who rushed out of his goal.
England international Wayne Rooney was then denied a scoring opportunity two minutes later, Kenny saving his effort from point-blank range.
United then suffered another injury blow at the back - as if they weren't short already, Patrice Evra limped off following a Colin Kazim-Richards challenge.
Rooney picked up a pointless booking after a reckless tackle on Phil Jagielka, but five minutes after the break showed the World his skill. Ryan Giggs found Rooney begging on the right hand side, he controlled before producing an un-stoppable shot past the out stretched Kenny.
The Blades main threat came from the lively Luton Shelton who was making his full debut for Sheffield United, but he wasted an opportunity when he fired over from ten yards.
United where then let off the hook when referee Rob Styles denied a stone wall penalty that would have seen Sir Alex seething at the teeth if his team was denied the same decision.
Luton Shelton headed past his marker, and with electrifying pace escaped the Reds rearguard to almost round keeper Tomasz Kuszcak before Gabriel Heinze dangerously slid in to take Shelton's legs. The visiting supporters expected a penalty. The verdict; play on!
The Blades battled on regardless, they put on a brave face and almost took home the consolation which they deserved when Tonge's shot smashed the bar.
Sheffield United, and their fans can leave Old Trafford feeling proud of themselves. Neil Warnock rested some first team players such as Keith Gillespie, Chris Armstrong and Jonathan Stead, but despite a weakened side pulled out a good performance only to be beaten by a better class of opponent and quality finishing.
Manchester United now take a six point lead at the top of the table with Chelsea due to face West Ham United on Wednesday night at Upton Park whilst the top two must still face each other (9 May) at Stamford Bridge.
The Reds were dominating throughout but never embarrassed their opponents, who can feel upbeat ahead of their visit to Charlton Athletic on Saturday. In the last two fixtures the Red Devils have recorded 7-1 (AS Roma) and 4-1 (Watford) victories, so to have conceded two goals can't come with complaint.