The Mariners, who are staring relegation in the face had clawed their way back into it at 3-1 only to have midfielder Alan Pouton foolishly sent off on 57 minutes.
And this just left them with too much to do and after a promising start to the second half their threat petered out and impressive midfielder Michael Brown hammered the Blades' fourth five minutes from time to rap up an impressive victory.
Midfielder Dean Windass tapped in a simple goal on 12 minutes to start the rout and then former Grimsby loanee Steve Kabba nipped in to make it 2-0 on 25 minutes.
At this stage United were totally on top and Rob Kozluk made it 3-0 on 32 minutes when his speculative effort deceived keeper Danny Coyne for his first goal for the club.
But Grimsby gave themselves hope a minute later when midfielder Stuart Campbell hammered in a shot off the post and then striker Darren Mansaram so nearly made it 3-2 just before half time.
Grimsby came out for the second half full of running but any hopes of pulling further goals back died with Pouton's dismissal and United could have wrapped it up with further goals as well as Brown's late effort.
So after losing four League games on the trot Neil Warnock's promotion chasers are firmly back on track with good away wins at Rotherham and Grimsby, while the hapless Mariners beaten in successive home games now face an impossible looking fixture at Nottingham Forest next Monday.