The Gunners head into the game looking to seal a win to build some momentum in the Premier League after they won against Bournemouth last time out to move up into third spot in the table.
Arsenal are aiming to try and break back into the top four this season after having finished in fifth place and without a trophy in Unai Emery’s first campaign in charge last term.
The north London side are currently just a single point behind Manchester City in the table, and they will be hoping to claim an important away win on Monday night.
And former Gunners star Nicholas is tipping them to edge to victory at Bramall Lane and claim all three points.
Writing in his column for Sky Sports, Nicholas said: “It is a cracking test. I am a big fan of Chris Wilder. I like their energy and dynamic. They have very good variety going forward, while Arsenal defensively are vulnerable too. It is an awkward one.
“Alexandre Lacazette will be on the bench which is a good sign. I would like to think Hector Bellerin and Kieran Tierney should start.
“Arsenal should be targeting third place with how they have been. They are liable to the counter-attack and you cannot trust the defence, but I expect Arsenal to win.
“Sheffield United do not have a lot of goals in them, but they will score. It will be a very exciting on Monday night.”
Arsenal have not won the Premier League title since their famous unbeaten triumph in the 2003-04 campaign.
The Gunners reached the Europa League final last season but ended up losing 4-1 to Chelsea FC.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news