It was certainly the worst day of Chris Coleman's tenure so far and arguably the worst of the season.
So what went wrong and what can Sunderland learn from it moving forward?
Here's six things to start with...
Formation change a disaster
Of course, Sunderland did not lose this game because of their formation. They were insipid, lackadaisical and no shape would have mitigated for their individual errors.
Nevertheless, it also true that the way they set up helped Sheffield United to pen them close to their own goal and there was rarely any sort of out ball once they retrieved possession.
They had played a similar system at Wolves, with a midfield diamond behind a lone striker, but on Boxing Day they were nowhere near as resilient and Aiden McGeady did not deliver in the crucial position. Only on a handful of occasions did they manage to play through the lines, all too often playing long balls from the back that allowed Sheffield United to build another spell of instant pressure. The home defence was barely turned and opened up throughout. No width, little pace, no creativity.
Chris Coleman did tinker with the set up as the game progressed but the Black Cats never recovered from a poor start.
Time to give Maja a start?
Coleman will be hoping that Grabban returns for the trip to the City Ground on Saturday but if he does not, and Coleman wants to persist with five at the back, then yesterday's performance strongly suggested that James Vaughan will need another genuine striker alongside him.
The former Bury man has looked effective on occasions this season but almost always when he has another centre-forward close to him and making runs off his hold-up play.
Coleman has rightly protected his young assets and no one should see either Maja or Asoro as the finished article or the solution to Sunderland's woes, but this 19-year-old has shown he can hold defenders off and make good runs into the channels. Sunderland missed both of those qualities at Bramall Lane.
While George Honeyman needs a rest
That Sunderland have kept in touch with the sides at the bottom despite their chronic injury problems owes much to the industry and energy of Honeyman and Lynden Gooch in midfield.
Honeyman in particularly is developing as a very effective box-to-box midfielder but Tuesday seemed to be a game too far.
There were signs of fatigue creeping into his game in the latter stages against Birmingham as he snatched at an excellent opportunity and here both he and Gooch struggled on and off the ball.
It made Sunderland too easy to play against for the first time in a while and a rest is probably needed. Whether they will be able to get it is another matter.
Callum McManaman is struggling to get a look in
McManaman was brought on as a substitute but by that time the game was already lost and there was little chance to make an impression.
The 26-year-old is suffering from some underwhelming displays in the early part of Coleman's tenure and the switch to a system that currently makes wide players redundant.
McManaman looked to be a canny signing on deadline day but at the moment he is well down the pecking order.
Ball players missing all over the pitch
Sunderland have made a good attempt of introducing Coleman's passing philosophy and a number of players have shown a side to their game that we hadn't seen under Simon Grayson.
Yesterday, however, it was back to the worst days of the previous manager's tenure with no purpose or poise on the ball.
Sunderland's back three looked uncomfortable but they rarely had players showing for the ball ahead of them.
Fatigue and injury may have played a part in that and Coleman will be desperate for the return of Paddy McNair and Jonny Williams to add another dimension to his midfield.