An 87th minute penalty from 'super-sub' Martyn Waghorn lifted Coventry off the bottom of the Championship and secured the Sky Blues’ first back-to-back wins of the season.
The game had been one to forget for all at the Coventry Building Society Arena but Viktor Gyokeres won a penalty in the dying moments to give the Sky Blues a chance to snatch all three points.
Waghorn - on as a substitute - slotted his penalty into the bottom-left corner to give Mark Robins' men a much-needed victory.
Paul Heckingbottom's side were perhaps unlucky, striking the woodwork twice in the 90 minutes, but they drop out of the automatic places in conceding that late goal and down to fourth in the table.
Story of the Match
In the absence of any clear-cut chances, the only flashpoint of the half came five minutes before the break.
Both sides were playing pinball down by the dugouts, before James McAtee flew into a full-blooded challenge on Fankaty Dabo.
The home crowd were up in arms, demanding a sending off but referee Keith Stroud decided that just a yellow card would suffice for the Man City loanee.
United would be the first to go close in the second half, through former Sky Blues man Oli Norwood.
The ex-Northern Ireland international swung a free-kick in from the left touchline.
It flew over all the bodies in the box but almost snuck into the top right corner, smashing off the crossbar.
Robins' men would come to life, though.
A neat piece of passing play between Gustavo Hamer, Ben Sheaf and Josh Eccles saw Hamer slipped in down the right side of the United defence but Adam Davies was equal to the Brazilian's effort from close range.
Paul Heckingbottom's side would hit the woodwork a second time with just over 10 minutes remaining.
Iliman Ndiaye chested a looping ball down for Oli McBurnie, whose first time volley crashed off the left-hand post.
United recycled the ball but Ben Wilson in the Sky Blues goal was equal to McAtee's eventual header.
But just as the evening seemed to be drawing to a dull end, Coventry won themselves a penalty and a chance to snatch a win.
Gyokeres rolled Chris Basham and drove into the penalty down the right-hand side.
Basham made a desperate lunge and brought down the Swedish international, giving referee Stroud no choice but to point to the spot.
Waghorn - on as a substitute - stepped up and dispatched the penalty into the bottom-left corner to give City three huge points.
Sky Blues drag themselves off the bottom
It has been another troubled start to the campaign off-pitch for Coventry, with landlords Wasps' financial woes providing more unwanted uncertainty around the football club.
However, Robins and his side have once again managed to get on with their football and after a tough start, now look to be in a much better position.
Three wins in the last five. 10 points from the last 15 available. And back-to-back wins for the first time this season has really changed the narrative, after what was a worrying start to the campaign for the Sky Blues.
Player of the Match
Iliman Ndiaye
In what was a very tough game for the neutral to watch, the one player on the pitch who stood out under the lights at the CBS Arena was United's Iliman Ndiaye.
Everything productive they did on the attack had him at the centre of it, almost providing an impressive assist for what would have been a fantastic winning goal for The Blades.
On another night, had United as a collective had more of an edge about them, Ndiaye would have been at the heart of an impressive away victory.