Watford win 4-2 on penalties
Jack Smith scored the winning spot-kick as Watford won 4-2 on penalties after a dismal Carling Cup third-round game.
Blades keeper Paddy Kenny had given his side the advantage by saving Watford's first penalty.
But Kenny immediately hit the next spot-kick against the post and Watford converted all their remaining penalites with United's Paul Shaw also missing.
United, who had boss Neil Warnock sent off in the game, hit the post through a Nick Montgomery shot in the first half.
Sheff Utd: Kenny, Bromby, Harley, Morgan, Jagielka, Thirlwell,
Montgomery (Shaw 119), Tonge (Hurst 21), Liddell, Gray,
Lester (Forte 96).
Subs Not Used: Ross, Gabrieli.
Watford: Lee, Chambers, Darlington, Dyche, Mahon, Doyley,
Demerit, Young (Smith 96), Blizzard, Bouazza, Dyer.
Subs Not Used: Chamberlain, Mayo, Gayle, Hand.
Ref: M Clattenburg (Co Durham).