The Demons were in front by five points at the final change, but they were held scoreless in the fourth term as Nathalia kicked 1.5 to snatch a six-point victory.
It was a tight contest from the outset and throughout at Kialla Park Recreation Reserve, with the margin less than a goal at every change.
United had been able to keep its nose in front through the first three quarters, but ultimately fell 3.7 (25) to 3.1 (19) as the Purples finished off strongest.
Orla Forde, Matilda Henderson and Olivia McGie were the three goal kickers for the Dees, with Areaka Bamblett, Claire Macgill and Melissa Foster named among the best.
United lost to competition heavyweight Echuca by 101 points in round one and had the bye in round two before Friday’s match against Nathalia.
The Dees’ round four opponent Nagambie will also be out to try and claim win number one after the Lakers were handed a heavy loss by Echuca at the weekend.
The Murray Bombers – who incredibly have not lost a home-and-away match since 2018 – were far too strong for NCWL newcomer Nagambie.
Paige Baksh booted six goals for Echuca as the bottle greens earned a dominant 14.16 (100) to 0.0 (0) win.
Tatura was out of action in round three thanks to the bye.
The Bulldogs will take on Echuca on Sunday, April 30.
In the Youth Girls competition, Shepparton United registered its first win of the year after topping Nathalia 15.26 (116) to 0.2 (2).
The Dees set the tone with six goals in the first quarter and they held the Purples scoreless in three of the four quarters on Sunday.
Emily Zampaglione had a bagful of goals with six majors, while Matilda Henderson and Olivia McGie each kicked two.
Charli Guppy, Matilda Henderson and Zahra Kelly were other top performers on the park.
United will travel to take on Echuca United this weekend, while Shepparton Swans – who had a bye at the weekend – will play host to Moama.