David McGoldrick (left) netted the winning penalty just minutes after coming on.
QPR suffered their second straight defeat under Steve McClaren as Sheffield United came from behind to win at Loftus Road.
Rangers had gone in front on the half-hour mark as Ebere Eze drilled in from 15 yards.
But the Blades responded when Billy Sharp scored from close range from Kieron Freeman's low cross just before the break.
And after Jake Bidwell was penalised in the box, substitute David McGoldrick converted from the spot to complete the turnaround.
Both teams were hoping to write off defeats in their opening matches last weekend, while the Blades also lost 3-0 in midweek at Middlesbrough.
Eze, 20, celebrated his new deal this week by opening the scoring, but Sheffield United were level by half-time, as they sought their first league win at Rangers in seven visits.
McGoldrick's goal, shortly after his introduction, was his first for his new club and his first since November 2017.
For McClaren, it marks a difficult start to life as QPR boss following the loss at Preston in his first match in charge.
QPR boss Steve McClaren said:
"We've lost the game because of two poor decisions. The first goal was offside because Sharp was in front of our defenders when the ball was crossed.
"I can't understand the penalty. We feel McGoldrick is handling Joel Lynch and Bidwell is behind, just ducking to get out of the way. There's no contact.
"It's cost us the game. There's no doubt about that. In terms of the performance I was delighted."
Sheffield United boss Chris Wilder told BBC Radio Sheffield:
"People will make assumptions but I don't sign players that don't want to run about for this football club.
"I said to the players: the only way you're going to show people if they're questioning you is when you step out onto the pitch.
"It wasn't the most free-flowing of performances but it was a Sheffield United performance: gut, determination, desire, a little bit of football played in there and great scenes at the end."
