Palace were the victims of daylight robbery thanks to a dodgy sending off and a goal that was well offside at Bramall Lane.
And while Eagles boss George Burley went to confront referee Anthony Taylor, United’s Gary Speed admitted his side had been a little fortunate.
They were 2-1 down when just five minutes from time striker Ched Evans bundled the ball over the line after a header from Kyle Bartley.
Blades boss Speed said: “Kyle’s headed it and Ched is offside. Maybe the linesman couldn’t see what happened and thought he didn’t get a touch.
“We had a bit of luck and I’m not surprised that George is unhappy. I would have been in the same position.”
But that was not all Burley had to groan about. His side faced an uphill battle from the 39th minute when Owen Garvan failed to keep it buttoned after Nathaniel Clyne was harshly judged to have pulled down Evans for a penalty.
Garvan talked his way to two yellow cards. But Burley believed it shouldn’t have come to that because he didn’t think it was a penalty.
The Scot said: “It was incredible. It was never a spot-kick in a million years. And their second goal was three yards offside.
“I have spoken to the referee and told him that I didn’t think it was a good display. I am disappointed for the team, they put in a tremendous effort and deserved something.”
Televised games rarely throw up so much controversy and excitement, but this one had it by the bucket-full.
Palace took the lead after 17minutes when Jean Calve nudged Neil Danns in the area to give away a penalty. Danns made no mistake.
The Garvin affair ended with Richard Cresswell levelling the scores from the penalty spot and with Palace down to 10 men the writing had looked on the wall.
But James Vaughan had not read the script and after 62 minutes he powered in a header from Clyne’s cross.
Palace weathered the storm until that unfortunate equaliser and they had barely gathered themselves when former Blade Claude Davis pushed substitute Daniel Bogdanovic to give away another penalty.
The Maltese striker hit home the winner, but with just seconds remaining he was red-carded for a nasty raking challenge on Clyne.