And that was the case at Wembley on Saturday as 30,000+ fans made the journey to the capital to see United edged out by one of the best club sides in the world.
A Riyad Mahrez hat-trick sealed City’s place in the showpiece final at the same venue in June but as the players trooped off afterwards, a chorus of ‘The Blades are going up’ belted around Wembley, with the most important games still to come as United look to secure promotion back to the Premier League.
“The fans have been incredible with us this season. They live and breathe the club, just like a lot of us do,” defender George Baldock said afterwards.
“They understand the difficulties we’ve had this season, on and off the pitch, it’s been well documented, but they’ve stuck with us home and away.
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“We went on a pre-game walk and went past a few of them. It was incredible to see smiles on their faces, drink in hand, enjoying their day out.
“They’re the special moments we want to give the fans and hopefully we can give them another one on Wednesday.”
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Take a look through our gallery of the best pictures of Sheffield United fans enjoying their day inside and outside Wembley on Saturday.