You would never have known it at full-time as the home team were applauded off. Theirs was the moral victory, City's the actual one.
The best football team on the planet had utterly dominated the match they had just witnessed, and come out 2-1 winners.
But Bramall Lane is not daft. It knew long before kick-off the task facing a team scraped together on a pitiful budget, and it knows when players have giving all they have for the cause.
As a unit the Blades worked tremendously hard but there was far more to it than that.
With Paul Heckingbottom directing them from the technical area whilst his opposite number Pep Guardiola was stuck at home in Spain convalescing from emergency back surgery, they showed tremendous tactical discipline and when City tried to referee the game as the interval approached, George Baldock blatantly kicked Jack Grealish to demonstrate to everyone in light blue that his team would not be bullied. He was happy to take a yellow card for it.
Having not had a shot on goal until after City finally broke the deadlock with an Erling Haaland header after 63 minutes, the Blades climbed off the canvas to equalise through Jayden Bogle, only for Kyle Walker's refusal to settle for a point to create Rodri's turbo-charged winner.
A crowd of 31,336 making the noise of three times that lapped it up in the most English of atmospheres. Every block, every save, every long throw Jack Robinson lined up, every corner won and long ball which found its man was surely cheered louder than City's winning goal in June's European Cup final.
It was cruel that having improbably got on level terms in the 85th minute that the cussedness of Walker of all people was their undoing.
When Haaland was unable to stretch to a Grealish cross, the Sheffielder and former Blade wanted to keep the ball alive more than Yasser Larouci wanted to shepherd it out. His pull-back bounced off Phil Foden and Rodri absolutely smashed it in.
For City, it was only what they deserved, for their hosts, it was unspeakably cruel.
The odds are stacked against the Blades staying in this season's Premier League but not as massive as them taking even a point from City. It was an afternoon to give the faithful the hope they need to cling to, and they gave plenty back in return.
They certainly did not have it easy. They lost a defender through injury in the opening 20 minutes and conceded a harsh penalty in the 36th.
City like to attack in the sort of 3-2-5 formation pioneered by former Blade Herbert Chapman more than a century ago and on Sunday it was another son of Sheffield, Walker, at outside right when they attacked, allowing Bernardo Silva to tuck in as an inside forward.
Ben Osborn, in his third position in three matches this season, coped with it all well at left-wing back, and stopped Rodri picking Walker out with an early cross. He even found time to play a good pass down the line for Benie Traore, who thought he has won a corner to give his side a quick breather.
So it was a blow when Osborn went off injured in the 18th minute, to be replaced by summer signing Larouci, but the hosts continue to defend the same way, Gustavo Hamer dropped into a five-man midfield as they sensibly came away from the 3-4-2-1 of the opening fixtures.
Apart from a couple of inconsequential Erling Haaland headers and a Walker shot from miles out, the monopoly of City possession took 28 minutes to create a real scare.
Even then, John Egan and Wes Foderingham were in the faces of Haaland and Julian Alvarez, strangling their shots at source.
It seemed their luck might have run out on 36th minute when an Alvarez cross struck the arm of Egan, out from his body to balance him as he left his feet in the area. It is the sort of thing that is often given as a penalty these days, and the rulemakers would probably have been happy with it, but what else was the defender supposed to do?
Haaland ran up to the penalty, boos ringing around the ground, as if he planned to smash it into next week but could only hit the post.
The Norwegian grew ever-more frustrated as the half went on, unhappy that a penalty area pile-up shortly before half-time was deemed as much his fault as the defenders'.
If anything, City were even more relentless after the break, camping in front of Foderingham's goal.
When Haaland headed a great chance wide in the 51st minute, then saw Foderingham pull off an incredible 61st-minute save, it looked like it was not going to be his day, and perhaps not his team's either as Rodri's pot-shots missed their target and Alvarez found the side netting.
But the Norwegian only needs one chance and his team were making plenty. Grealish got to the byline in the 63rd minute and Haaland rose above Robinson to head in.
Then it just became a matter of how many. Or so we thought.
Following a time-out caused by treatment for Foderingham, the Blades showed a different side.
Ruben Dias had to block a Hamer shot when a Robinson throw-in dropped to him and before the ball went dead Anel Ahmedhodic shot wide of the goal Ederson had vacated.
Oli McBurnie headed wide at a corner.
Foderingham had to make a plunging save to deny Alvarez and it was his long ball substitute McBurnie chested down to Traore, the ball was messily but determinedly worked to fellow substitute Bogle, who steadied himself and scored.
From the noisy ecstasy that produced to the deflation of Rodri's winner minutes later was a big drop off but no one had come to Bramall Lane expecting to see their team take any points. It was all about how they lost.
They did so with enormous credit.
Sheffield United: Foderingham; Ahmedhodzic, Egan, Robinson; Baldock (Bogle 71), Souza, Norwood (Basham 80), Hamer, Osborn (Larouci 18); Traore; Osula (McBurnie 71).
Unused substitutes: Davies, Trusty, Coulibaly, Marsh, Brooks.
Manchester City: Ederson; Walker, Dias, Ake, Gvardiol; Rodri, Kovacic (Foden 86); Silva, Alvarez, Grealish; Haaland.
Unused substitutes: Phillips, Doku, Ortega, Gomez, Bobb, Palmer, Lewis, McAtee.
Referee: J Gillett (Merseyside).