Moncur then got his second of the night after a through-ball from Owen Garvan, who saw a corner-seeking free kick tipped over the bar minutes later, put the midfielder on goal.
Billy Sharp scored for the underwhelming Sheffield United after the break with a penalty, when Gavin Massey tripped the striker in the box. Jamie Jones actually saved the first spot kick but Sharp was allowed to retake after the goalkeeper was judged to have been off his line.
United suddenly looked threatening and they grabbed an equaliser after Martyn Woolford worked his way into the area to drill the ball low past Jones.
Colchester and Sordell grabbed their late winner after the striker's shot took a wicked deflection to wrong-foot Mark Howard and rest in the back of the net.
The U's faced a late scare though after George Elokobi received a second yellow card after tripping up Sharp in the box, but Jones made no mistake a second time as he got down low to save the striker's latest attempt from the spot.
The result means that Colchester have made their way out of the drop zone into 19th place in League One, while United remain in fifth.