Goals from Yannick Sagbo, Matty Fryatt, Tom Huddlestone, Stephen Quinn and David Meyler scored the goals that denied The Blades - despite goals from Jose Baxter, Stefan Scougall and Ryan Murphy from Nigel Clough’s underdogs.
So it is an all Premier League final after all - but one Tottenham Hotspur player wishes Arsenal had different opponents.
England international Kyle Walker is currently out of action for Spurs injured and he decided to head along to Wembley today to enjoy the fixture.
Come on you blades
Of course he had more than just intrepid adventure as a reason for his visit.
Walker is a Sheffield United fan.
Born in the Steel City he spent his early career in the youth system of the Blades.
He was at the club for 12 years before Tottenham snapped him up in 2009 and turned him into the international full-back he is today.
But that doesn’t mean he has forgotten his roots.
He would have been disappointed, of that there is no doubt, but he can still be proud of his hometown club’s effort in defeat.
Now he must hope fellow Yorkshiremen Hull City can get one over on his fierce North London rivals Arsenal in the final.