David McGoldrick's late goal won the game for Sheffield United at The Den on Saturday afternoon as Chris Wilder's side defeated Millwall 3-2.
Billy Sharp had a penalty saved by Ben Amos but then nodded into the net to open the scoring in the first-half, however, two goals in three minutes from Jake Cooper and Lee Gregory turned the game on its head.
Referee Andy Davies awarded United their second penalty of the afternoon, though, with 11 minutes of the game remaining, which McGoldrick slotted away, with the attacker tapping home the winning goal late on.
Neil Harris made two changes from last Saturday's Sky Bet Championship defeat at West Bromwich Albion as Gregory and Aiden O'Brien returned to the starting line-up at the expense of Jiri Skalak and Tom Bradshaw, who both dropped to the substitutes' bench.
The Lions had the ball in the net with just five minutes on the clock through Gregory, but O'Brien - who crossed into the path of the striker - was judged to be offside.
Ben Amos had to stand strong a minute later after a long ball over the top sent Billy Sharp away; the stopper, however, was equal to the forward's effort.
Jed Wallace's driving run and Gregory's determination to battle his way through The Blades' defence got the Lions faithful on their feet, whilst a duo of corner-kicks were forced on the 20-minute mark, but to no avail.
Oliver Norwood had a shot deflected onto the roof of the net halfway through the first-half and from the resulting corner, a cross was whipped over and blocked by Shaun Williams - illegally, by the Irishman's hand, according to referee Andy Davies, who pointed to the spot.
In a dose of justice, Amos guessed right, superbly tipping Sharp's spot-kick on to the crossbar, which was then cleared to safety.
Williams tried his luck at the other end with 29 minutes on the clock, but his powerful effort from 25 yards out found the arms of Dean Henderson. The midfielder crossed for Steve Morison shortly after but he headed wide.
The Blades were dangerous on the attack and moved the ball around the Millwall penalty area well, but up to now The Lions' defence were standing firm - John Fleck's shot was deflected into the path of Amos on 33 minutes.
Five minutes before the break, United took the lead. A neat passing move ended with the ball at the feet of Mark Duffy, who crossed for Sharp to head home, unmarked, leaving Amos with no chance.
In first-half stoppage time Cooper's long ball was nodded on by Morison and into the path of Gregory, but the striker's effort from a narrow angle was saved.
Two minutes into the second-half, Millwall hit back as a Williams corner-kick was assertively headed home by Cooper at the back post.
Three minutes after that, the comeback was complete. A cute ball over the top from Ryan Leonard - against his former club - set Gregory away, who composed himself before poking an effort past Henderson into the far corner.
It could have been three with 56 minutes on the clock, but O'Brien flashed an attempt from Williams' free-kick wide of the post.
The pace of the game and atmosphere inside The Den was rising and Amos had to be alert to tip Duffy's low shot away from goal just before the hour-mark, with the next goalmouth action coming on 74 minutes as the goalkeeper was there to claim McGoldrick's effort.
With 79 minutes on the clock, the game was level. Duffy went down under the challenge of Williams on the edge of the penalty area and - just like in the first-half - showed no hesitation in pointing to the spot. McGoldrick sent Amos the wrong way.
Sharp had the ball in the net just a minute later but his stooping header at the back post was ruled out for offside.
Two minutes from time, United won the game as McGoldrick tapped home from inside the six-yard box following a square ball.
Millwall: Amos, Meredith (Bradshaw 89'), Cooper, Williams, J. Wallace, Gregory, Romeo, Webster, Morison (Elliott 83'), O'Brien (Ferguson 80'), Leonard. Subs not used: Archer, Tunnicliffe, M. Wallace, Skalak.
Scorer: Cooper 47', Gregory 50'
Booking: Leonard, J. Wallace
Sheffield United: Henderson, Stevens (Johnson 75'), Fleck, O'Connell, Basham, Sharp, Egan, Norwood, McGoldrick (Clarke 90+3'), Freeman, Duffy (Stearman 90'). Subs not used: Lundstram, Coutts, Washington, Moore.
Scorer: Sharp 40', McGoldrick 79' pen 88'
Booking: Stevens, Freeman, Egan
Referee: Andy Davies
Attendance: 13,145 (1,637)