Bunn was present at Sheffield United's Open Day on Sunday (2nd August), and participated in a practice match, where he incidentally had two goals put past him. Bunn spent part of last season's campaign on loan at Leicester City.
He is in contention for the Blades' encounter at The Riverside on Friday and is vying for a place between the sticks, but Ian Bennett and Justin Haber are also jostling for the vacant position.
Mark said: "Sam Allardyce asked me early last week if I fancied coming down and I had no hesitation in saying yes. Sheffield United is a massive club and it is an honour to be here. My main aim is, obviously, to play and maybe I can stay longer than the initial month.
"Clubs don't come much bigger than Sheffield United, they have a great fan base which I saw at Open Day, and a lovely stadium, too, so I am really excited about this opportunity.
"Ian Bennett is a great keeper, who still looks pretty young! I have enjoyed training with him and feel there is plenty I can learn from somebody with his experience."
Commenting on the intriguing Championship campaign ahead, he knows it's a tough slog in earning a place in the top six, at least, and wants to be part of United's push for promotion.
He added: "The Championship is a tough division, but it should prove to be a good test for me personally. I want to play in the top-flight and the Blades can definitely be there."
"They came close last season and I am sure they won't be far away this time around. It is going to be competitive, though, with plenty fancying their chances."
Bunn has penned a one-month-loan-deal.