Michael Brown's goal was a screamer, the goal gave United a win and the unbeaten run has now stretched to 7 league games and 3 cup games.
The Saddlers were unbeaten in their last four games at the Bescot Stadium and did not want it to end. However the home side could or should have taken full advantage to Blades 10-men once Defender Jon Harley was sent off but they failed to do so.
United could have gone in front early on but stand-in goalkeeper Gavin Ward pulled off a string of quality saves to deny the battling Blades.
Ward had came in for James Walker who was suspended. Ward did make a mistake early on as he fumbled from a Peter Ndlovu corner, but his confidence rose and he started to save shots which frustrated United.
I Aussie International Shaun Murphy header was saved by Gavin Ward as was a Carl Asaba close range effort and Peter Ndlovu's shot.
Walsall did have there chances but did not look confident upfront, one notable chance came from Darren Wrack in the early minutes but failed to beat keeper Paddy Kenny.
Things did not change in the second half either as Stuart McCall (twice) and Nick Montgomery both blazed shots over the top of the goal.
The home fans frustration was rubbing onto the players too as strikers Junior and George Leitao both saw yellow cards as did captain Martin O'Connor for dissent.
With 18 minutes gone in the second half manger Colin Lee made two substitutions, firstly off came striker Junior off for David Zdrillic and then Steve Corica off for Gareth Ainsworth.
On 68th minute Jon Harley's second yellow card of the game saw him sent off after a challenge on ex-Wednesday midfielder Danny Sonner was judged to be a foul.
It was now Neil Warnock's turn to act and he did so by bringing on defender Robert Kozluk and taking off Peter Ndlovu in a desperate attempted to gain at least one point.
However in the 72nd minute the Blades luck changed as Michael Brown cut in from the left hand side only to see his shot thunder bolt into the far top corner to send the United fans into shear bliss as the Blades took the lead.
The 10-men United sat on their lead and defended while the home side attacked and attacked but failed to make any progress. Incidentally their was 10,459 fans at the game which turns out to be Saddlers highest ever crowed at the Bescot Stadium since it was built in 1991.
Darren Bazeley drilled a 25-yard shot wide, sub Ainsworth put a close range header past the post and Danny Hay also headed wide.
But the United defence held firm for a fourth successive league clean sheet and three valuable points.