The Wanderers, featuring new signings Rumen Galabov, Danial Mitev and Jorge Santos Silva in their starting line-up, disappointed during the first half but managed to score a consolation goal after the break.
Michael Doyle put the Blades ahead early in the game and Richard Cresswell converted a penalty a few minutes later. Harry Maguire made it 3-0 mid-way through the first half. Jackson Lima converted a penalty for Sliema fifteen minutes from time.
During the second half, Sliema introduced Jerry Ani and Ryan Grech. Malta international striker Daniel Bogdanovic was also used as a substitute for the Blades.
Sheffield United will be playing another friendly match as part of their training camp in Malta against Hibernians at the Hibernians Stadium on Wednesday.