There was a decent chance apiece for either side in the early stages, Leo Bonatini breaking forward before shooting at Jamal Blackman, and John Ruddy turning away a Jack O’Connell header at the other end.
On 15 minutes Coady was sent off for impeding Leon Clarke he was ran through on goal, and from there Ruddy was a busy man as Wolves predictably found themselves under pressure.
They defended well, but six minutes before half time former Wolves man Clarke was found in space from Enda Stevens’ cross to convert from close range.
Wolves had a great chance to equalise six minutes after the break when Diogo Jota was fouled in the area but Ruben Neves' spot kick bounced agonisingly away off the post.
And the Blades, and Clarke, took full advantage as he powered home a header just before the hour mark to extend their advantage as the game went on to finish 2-0.
Full match report and line-ups to follow