The Cottagers manager told Sky Sports News: "I warned the players they can't be complacent. I said that to them straight away [after the draw].
"This will be a very difficult game. Sheffield United will try to chase everything and the crowd will get behind them.
"The key for us is to make sure we remain calm and focused and play away from that sort of pressure they throw at you."
Fulham beat Norwich City in the third round to set up the tie with the Blades.