However the Blades were reading from a different script and after almost total dominance from Colchester, a 2-0 lead was overturned in the last five minutes for an away win.
George Moncur had been a star performer throughout the early season struggle and he continued to shine, netting his third goal of the season and putting U’s ahead after half an hour of play.
In the second half Freddie Sears did well to double U’s lead and put them on route for back to back victories. But it wasn’t to be as the last seven minutes saw Sheffield net three times and steal the points.
It left the U's shell shocked on the final whistle after a game which they had commanded for a good eighty minutes, only for the visitors to turn the game on its head in the dying stages.
Colchester looked a rejuvenated home side following their impressive away victory at Leyton Orient and pushed Sheffield United from the first minute with Alex Gilbey striking the post.
Keeping up the pressure, Ben Gordon did well to break into the box and drive a low cross, after a scramble of blocked shots from Sanchez Watt poked the ball in the net but was adjudged offside.
Sears was thriving up front and a clever pass to Moncur created U’s next chance, the midfielder fooled his defender and curled a shot at the top corner which Mark Howard dealt with.
The dominance soon paid off for Colchester and Moncur as U’s grabbed a deserved lead. Sears with his back to goal played a perfect reverse pass over the Blades’ defence and the play was on.
Gavin Massey gladly accepted the ball wide right and drilled a pass into the path of Moncur, his low first time shot was parried by Howard but as the ball flicked up he was there again to head home.
At the other end Frankie Kent appeared solid and composed in U’s back line as he stood in for suspended captain Magnus Okuonghae.
Sheffield United looked clearly second best to U’s confident and young side, leaving Nigel Clough a frustrated figure going into the half time break.
The second half began as the first finished, with Colchester on the ball, slick passing and positive runs from midfield were giving new boss Tony Humes a lot to be happy about.
Blades did fashion a chance early on but as James Wallace weaved through the box he sliced his shot into the side netting. U’s soon recovered and Sears was next up with a glorious opportunity.
A quick burst of pace saw the striker beat the defence and round Howard before seemingly putting the ball in the net, only to see Neill Collins make a last ditch slide to block it off the line.
The game started to open up as Sheffield risked more in attack but a chance for Marc McNulty only saw him drag a shot wide after he cut in well from the right flank.
Sears was still working hard to get his name on the score-sheet, and after pinging a shot just wide off the post, the hard work paid off.
A defensive mix up saw Howard retreat back to collect a header and lose the ball in his own box and a persistent Sears was alert to nick the ball away and double the U's lead.
However, just as the game looked to have gotten away from the Blades, the game was turned on its head, starting with what seemed like a consolation goal from Ben Davies seven minutes from time.
Sheffield United weren’t finished there though, two minutes later and the score was levelled, substitute Ryan Flynn looked to be offside regardless poked in from a ball across the goal line.
A shell-shocked Colchester side tried to settle their play but a nightmare finished ensued as the Blades’ were awarded a last minute penalty. Davies took the spot kick and finished U’s off.