The 2002-2003 season proved to be a great success for Neil Warnock and the Sheffield United football club as they were emphatic in the first division and were unlucky to miss out on promotion, finishing the season off in third place. After beating Nottingham Forest in the first round of the play offs, they agonizingly lost to Wolves in the play off final, missing out on promotion to the premiership. They enjoyed two incredible runs in the domestic cup competitions, losing to mighty opponents at the end. They enjoyed a fantastic run in the league cup, eventually losing against future winners, Liverpool. They met the future winners of the FA Cup, in the semi finals. They narrowly missed out on a place in the final of the FA cup as they lost to Arsenal in a match played at Old Trafford, with David Seamen making an incredible save.
The 2003-04 season saw a downturn in the blades fortunes as they could only manage an 8th position finish in the division. Paddy Kenny and Chris Morgan were in outstanding form for the Blades during the campaign. They enjoyed another decent run in the FA cup as they reached the fifth round of the competition, suffering defeat against Sunderland, losing 1-0.
Warnock bought several new players at the start of the 2004-05 season, including, Alan Quinn, who moved to United from bitter rivals, Sheffield Wednesday. Steven Kabba enjoyed a fine season in front of goal for Sheffield United; however they once again finished the season off in 8th place in the Coca Cola Championship. They met Arsenal in the fifth round of the FA Cup, losing against the future cup winners on penalties after forcing a replay.
The 2005-2006 championship season was a massive triumph for Neil Warnock and Sheffield United, as they dominated the division, spending the vast majority of the season in the top two of the table and comfortably finished doff the season in second place, in turn earning automatic promotion into the premiership for the first time in 12 years.
The Sheffield United team of 2006 included Danny Webber, David Sommeil, Keith Gillespie, David Unsworth, Leigh Bromby, Neil Shipperley, Chris Lucketti, Ade Akinbiyi and Nick Montgomery.