Former Blades defender David Unsworth sent his old side back to the Championship and ensured Wigan will start next season in the top-flight.
West Ham's shock 1-0 win at Manchester United opened the trap door for Neil Warnock's side, who at one stage had been ten points clear of the drop zone.
Wigan had taken a shock lead through Paul Scharner before Jon Stead headed an equaliser and the stage was then set for 33-year-old Unsworth to score from the penalty spot and give the Latics a 2-1 lead.
Keith Gillespie saw a corner bounce off the crossbar as United threw everything at the Wigan goal, but in the end the Blades couldn't find an equaliser which would have prevented an immediate return to the Championship.