Horsfield signed for Sheffield United on loan in February 2006, but appeared in just three games under manager Neil Warnock in the four-month spell. Both Horsfield and Warnock wanted to terminate the loan prematurely, but West Bromwich Albion had already agreed to sell the player to United at the end of the season and refused to go back on the deal. The permanent transfer went through in May 2006 for a fee of £1.2 million, with Horsfield commenting that he and Warnock had resolved their differences.