Xavi in the May 2016 issue of Four Four Two Magazine. On the front cover: Sheffield United "Great fans". During full interview: "Lower League football in England is another world. The other day, near where I live, a little English kid came up to me , asking for an autograph. I asked him who he supported expecting to hear Arsenal, Man Utd, Liverpool, Tottenham..."I'm a Sheffield United fan", he said. They're in Leaue One. League One?! And this kid doesn't care about any other team than Sheffield United. Fantastic".
“I follow Middlesbrough because Aitor Karanka is there.
In another interview: “I met a boy the other day. English. He was wearing a Barca shirt but I asked him who he supported. He said: ‘Sheffield United’. I know them, they have 20,000 fans in the third division. That’s incredible. You get that in England
http://www.mirror.co.uk/sport/row-zed/barcelona-legend-xavi-loves-football-6905548
Also worth mentioning, in the January 2011 edition of Four Four Two magazine, Diego Maradona tells the story of how he almost signed for the Blades. I don't think this has ever been confirmed anywhere else.