The 19-year-old attacking midfielder/forward has been on the bench for all three of the Blades' first three matches back in the top-flight and made his senior debut in the League Cup on Wednesday.
But he has turned his back on that for a season-long loan at the team bottom of the Football League.
“It’s been incredible, being around a Premier League club is unbelievable," who has scored hat-tricks in his last two games for the under-21s. "Being on the bench, experiencing all the fans and other stadiums, it’s special and a great feeling.
“It was a special feeling to make my debut. As soon as I came onto the pitch I knew it was a moment that I will definitely cherish my whole life.
“But I think now is the perfect time for Doncaster Rovers. Now I think I’m ready for men’s football regularly and I’m really looking forward to it."
“It’s a big change but I can’t wait and I think I’ll be up for it. It’s something I’m really looking forward to. Even last year, I was looking forward to getting out and now it’s sorted I just can’t wait to get going.”
Rovers' big overhaul under new manager Grant McCann raised expectations for this season and they have not gone away despite a poor start.
“I spoke to Grant and his expectations were the same as mine,” said Marsh . “It’s about pushing up there and we really want to get promoted. I think we’re capable of that with the squad that we’ve got.
“Scoring goals, assisting goals, getting on the half turn, making things happen, I think that’s what I’m capable of and hopefully the fans will see that as well.”