New signing Paul Ifill tore Leicester apart in a nine-minute spell as Neil Warnock's promotion favourites got off to a flying start.
The £800,000 summer signing from Millwall set up two goals and hit the target himself after Leicester had battled their way back into the game
It was the start Warnock wanted with pressure on the United boss to deliver promotion after going close in three successive seasons.
Leicester had started brightly and Celtic reject Momo Sylla almost found a way through in the seventh minute, cutting inside from the right flank to unleash a fierce left-foot strike, only to see the ball fly inches wide of the near post.
United were down to ten men for a five-minute spell as skipper Chris Morgan needed stitches in a head wound, before the Blades squandered a chance to snatch the lead.
Michael Tonge's free-kick was scrambled away to Jon Harley, he picked out the unmarked Leigh Bromby who had time to size up his shot before hammering the ball over the top from 18 yards.
United broke the deadlock with a 34th-minute penalty after Ifill was floored by Foxes goalkeeper Rab Douglas as tried to latch on to a Nick Montgomery throughball.
Andy Gray made no mistake from the spot, stroking the ball into the bottom right hand corner.
Leicester were back on level terms five minutes after the interval when Icelandic midfielder Joey Gudjonsson threaded the ball to David Connolly on the right flank. He twisted past Harley and finished clinically, stabbing his low shot into the far corner with the help of a deflection off the United defender's outstretched leg.
However, the hosts finished strongly and scored three times in the final ten minutes.
First, Ifill bundled his way into the area and the ball bounced onto Nils-Eric Johannson's outstretched arm. Referee Lee Mason pointed to the spot and substitute Steve Kabba duly obliged with a neatly taken penalty.
Ifill added a third on 84 minutes, stooping at the near post to head home an inch-perfect cross from substitute Keith Gillespie, before Bromby bundled Ifill's cross over the line in the last minute.