Saints made it six game in a row unbeaten, but only one of those has been won in normal time, and up at Bramall Lane in the Carabao Cup it needed the drama of a penalty shootout to separate the sides. But Saints came through and are now in the last 16.
As was expected Ralph Hasenhuttl rung the changes and only Oriol Romeu and Nathan Redmond remained from the side that started the game against Manchester City with Lyanco coming in for his club debut to partner Mohammed Salisu in the centre of defence.
After a poor start to the season Sheffield United back in the championship after relegation had picked up in recent games, so this was not going to be as easy as the last round against Newport.
But this was not a side without experience, 8 of the starting line up had at some point been regulars in the Saints side, with the other three, new signings Romain Perraud, Lyanco & Armando Broja having experience in European Leagues.
Saints appeared to opt for a formation of 4-2-3-1 with Broja the loan striker playing as the lone striker up front.
In many respect the stats mirrored many a Saints game that has been lost, 56% possession, 17 attempts for with only 9 against, 6 shots on target with only 3 against, 13 corners 4 and only 1 against, but the end result was not more goals scored than the opposition.
But it was the Blades that went ahead after only 8 minutes and it took a well worked goal to equalise on 23 when Oriol Romeu swept a cross into the home penalty area and Ibrahima Dialo directed a very deft header into the corner of the goal.
After the break, Mohammed Salisu swept in a Nathan Tella cross on 53 minutes to give Saints the lead but it wouldn't last long as only 13 minutes later Oli McBurnie put the hosts level and although Ralph Hasenhuttl replaced Lyanco with Bednarek to shore up the defence on 74 minutes after bringing on James Ward Prowse for Nathan Redmond at half time, and then sent on Che Adams for Nathan Tella to go two up top in the last 10 minutes there would be no late winner for Saints or for that matter Sheffield United.
So to penalties and a hero arose and this time it was not a funny looking dog with a big black nose, it was Fraser Forster who stepped up and became the hero.
Saints had the first attempt and JWP converted with Norwood scoring to level.
Next up was Che Adams who too made no mistake, up stepped Brewster and hit the ball well, but Forster plunged to his left and saved the low shot in the corner.
Saints were now in the driving seat, up stepped Armando Broja, but saw his shot well saved. Osborn converted for the Blades to make it 2-2 after three attempts each.
Up stepped Ibrahima Diallo, could he take a penalty, after all we had never seen him score a goal up to earlier in the game, he put it away with aplomb.
So advantage Saints again and up stepped McBurnie, who watched in horror as Forster again made a great save in the bottom right corner.
It now only needed Saints to convert their 5th penalty and up stepped Oriol Romeu who buried the spot kick to send Saints through.
So Saints are through to the last 16 of the Carabao cup and that at the end of the day was the objective of the evening, but what else could we take from this game.
Firstly that we now have a strong squad, we can now put out at least two players in every position, this game might have needed penalties to get through, but get through we did, on a night when Premier League rivals Watford went out at home to Championship Stoke City and both Everton and Leeds went to penalties themselves against Championship sides with the Toffee's going out at QPR.
There were many plus points from the night on the pitch, but also some disappointments, new central defender Lyanco looked a little off the pace, we shouldn't write him off just yet, many Saints players have had far worse debuts and gone on to have long and illustrious careers at the club, but this wasn't the start that we hoped for, we can use the language issue and a lack of game time and fitness when he joined the club, but overall there is work to be done, so we should give him the benefit of the doubt.
But this was an evening that we won a game of football and reached the last 16 of the Carabao Cup, so it was a good evening and one that we should be happy with and not pick too many faults, Ralph had to give his squad game time and almost as important about the result was the fact that it showed Ralph a few things in his squad.
The real work now begins at home to Wolves, we win that game and it has been a solid start to the season, defeat means that it is not a disastrous start just slow, defeat would ring an alarm bell or two.