Neil Warnock's men led three times against their hosts at Deepdale, but roared on by a home crowd Preston showed their professionalism in a 3-3 draw.
Phil Jagielka had broken the deadlock and given the visitors a lead 21 minutes in when he headed home a superb Rob Kozluk cross.
However, Graham Alexander hauled Preston level with a wonderful strike just three minutes later - continuing his goalscoring form with a fine drive from outside the box that left Blades goalkeeper Paddy Kenny a spectator.
Andy Gray, an impressive performer throughout, put The Blades back ahead before half time when he hooked a shot acrobatically into the net.
However, Preston came out strongly after half time and David Healy smashed home a free-kick with Kenny still organising his wall.
Gray gave United the lead for the third time when he latched onto an Alan Wright pass to slot home.
But Preston gave their home fans something to cheer in a disappointing season when Ricardo Fuller clawed them level with 11 minutes on the clock to sink The Blades' play off dream.
Fuller nodded home to the delight of the North End supporters - and left Sheffield United ruing a poor end to the season.
