United started the game off really poor and could not force many chances, Millwall were no better but did create a few chances but where not good enough to force home a goal.
The Blades continued to boot the ball up front but the Millwall defence just booted it straight back again.
15 minutes into the game and United stepped up a gear and began to create opportunities but Tonge and McGovern's shots could not beat keeper Warner.
Later on Iffy Onoura found himself five yards away from goal with ball at knee height but could hit it and Lions cleared with ease.
United grew ever more in confidence and nearly took the lead when Jon-Paul McGovern's cross was headed wide by Phil Jagielka.
Near half-time the Blades should have taken the lead when Tonge put Asaba through and missed a sitter which he pulled wide of the goal when he only had Warner to beat.
Half-Time: Sheffield United 0-0 Millwall
United started off the second half just like the first and could not create chances nor did they have most possession of play. Millwall again create no really chances.
Blades fans knew that if United were to win this game it would need a act of inspiration by possibly a substitute if not by a player already on the pitch.
With 20 minutes already gone an inspiration began to take shape, Tonge got the ball on left hand side and weaved in and out taken on one or two players at a time, he eventually was in front of goal but his shot could only sail over goal.
This jeered on the United fans and gave them the support they deserved, United created chances, McGovern, Asaba and Jagielka all went close before United took the lead.
On 70 minute mark United made their first substitution, Ndlovu came on for Iffy Onoura.
Tonge got ball near half-way line and ran at the Lions defence on left wing, he took on three or four players before chipping the ball over Tony Warner where Carl Asaba headed home from 1 yard out on 77 minute.
Now United had the first goal there was no stopping them, they were really playing like Brazil.
The next goal came in 82nd minute, just 5 minutes after Asaba put the Blades in front. It was a solo effort from Michael Tonge as he did what he had done throughout the match, he ran at the defence like an express train, no defender was going to stop him. He found himself just 12 yards from goal and unlike last time he hammered the ball home to make it 2-0.
Like in last seasons game at Bramall Lane their was two goals in last minute, Millwall gave there fans some hope of a comeback when Paul Iffil's 20 yard shot curled into the corner beating keeper Kenny in 89 minute.
United however weren't going to give in and wait for final whistle.
They completed the 13 minute goal scoring rout in 90th minute when Tonge went on his fourth magnificent run on the left, he set up Asaba who's shot pinballed off two defenders and Peter Ndlovu controlled the ball before smashing into left hand corner.
Full-Time: Sheffield United 3-1 Millwall
The result takes United up to a positive 8th position and two points behind play-offs, Millwall are in bottom three and will struggle this season if they play like they did against United.
Man of the Match: Not many United players stood out until second half though McGovern played well throughout the game, but it has to go to Michael Tonge, had it not been for him United would not have scored three goals.