The Foxes marksman, a boyhood Sheffield Wednesday fan who was part of their academy as a youngster, was getting stick from the Blades crowd every time he touched the ball.
With just a few minutes remaining in the first half, Vardy raced on to James Maddison's pass and let rip with a powerful left-footed effort for the Leicester breakthrough.
After scoring, Vardy stood in front of the Bramall Lane Kop and cupped his ears in celebration, much to the frustration of the United fans in the stands.
While not commenting on the England man's post-goal celebration, Lineker did praise the strike itself on Twitter, saying that was "the way to answer" to the booing he'd been receiving.
Sheff Utd record signing Oliver McBurnie claimed his first goal for the club after coming off the bench, heading low into the bottom corner after the hour to draw the hosts level.
However, Harvey Barnes' impressive 70th-minute strike was enough to give Leicester a first league win of the season and Chris Wilder's side only their second defeat in 21 matches.
Up next for Brendan Rodgers' side is the midweek Carabao Cup second-round trip to Newcastle United.
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