Tommy Spurr's goal 55 seconds into the game was ruled out by Arturo Lupoli's effort which crept over the line. But Marcus Tudgay's cracker on the 29 minute mark settled the score line in front of a 30,786 packed Bramall Lane.
Soon as the kick-off was taken by Wednesday, Naughton carelessly conceded a foul midway through the Blades half. The free-kick resulted to some goalmouth scrambling in the opening seconds, Gray switched the ball over to Spurr who could smash the ball past the stranded defence.
But the fans backed the team to a reply when four minutes after Wednesday's opener, Greg Halford launched a long-throw into the box which Grant couldn't handle so new signing Arturo Lupoli latched onto the ball to send it towards the underside of the crossbar only for the ball to bounce over the line.
Nick Montgomery had the opportunity to put United in the lead. His shot didn't miss by much as it flew past Grant's post. Later from a corner, former Owl Leigh Bromby hit the outside of the post when the ball somehow found him.
Montgomery had a second chance in many minutes but he couldn't capitalise. At the other end Wednesday pressed and nearly scored but Clarke slid the ball into the side netting.
Poor defending invited Wednesday to have a pop at goal, and Tudgay did just that. He was given no competition for the ball so he launched the ball into Kenny's right-hand corner to see the ball rattle into the roof of the net and went and celebrated with the 3,000 Wednesdayites.
Quinn's hook at goal was blocked by Beevers. Montgomery had a similar chance to the one he had previously in the game, but once again he shot wide.
Half-time came at the right time for the eleven players who were wearing a red and white shirt as they could hopefully re-shape and start afresh.
Halford headed over early on but Wednesday provided the first real drama of the second period when Leon Clarke struck Paddy Kenny's post.
Boo's rung around Bramall Lane when goal scorer Arturo Lupoli was replaced by Jamie Ward. He made an instant impact just like he did at Southampton, Halford swung a ball into the area but the un-marked Ward headed inches wide.
Sharp and Hendrie replaced Webber and Howard mid-way through the 2nd half. Just when Ward was about to rocket the ball towards goal just inside the area, Gray cut it out with a last ditch interception.
Sharp drilled the ball across the floor towards goal, but nobody in a Blades shirt was there to latch onto it. With 4 minutes of added time shown by the fourth official, United began to mount further pressure on the Owls.
Wednesday keeper Lee Grant superbly tipped the ball over the goal when Billy Sharp's effort was sailing in. Kilgallon touched the ball wide of the post with injury time over.
Referee Mark Halsey blew his whistle for full time which meant their was joy in the away end but distraught Unitedites in the home sections. 'Blackwell out' and boo's were chanted out loudly from the rear of the Kop as Wednesday complete the double over United for the first time in just under a century, and their first victory at Bramall Lane since 1967. The final score from Bramall Lane is Sheffield United 1:2 Sheffield Wednesday.