Otago came back well in the last 10 minutes and nabbed two goals but gave away a penalty kick in the dying seconds to kill off any hopes of snatching anything from the game.
Having played a game on Friday, United stayed in the contest well into the second half but lost concentration at vital times to a livewire Wellington attack.
The match was scoreless at half-time.
Wellington's third goal, which was very much the difference in the game, had United coach Terry Phelan fuming and running on to the park, trying to plead with referee Jamie Smith, of Wellington.
United striker Tom Jackson appeared to be fouled when turning a Wellington defender, and with United calling for a free kick, Wellington swept down field and livewire Costa Rican striker Luis Corrales banged the ball into the back of the net.
Blair Scoullar was yellow-carded by the referee for arguing about his non-decision straight after the goal.
Robbie Deeley, who had been substituted 10 minutes earlier, was also shown a yellow card for back chat from the bench shortly after the contentious third goal.
Phelan said afterwards what he thought of the referee was not fit for print.
"But it was the story of our season today.
Guys just switch off a vital times and that costs us goals," he said.
"One of their goals was a blatant foul by one of their players but he [referee] just ignored it.
"What I thought of the referee you couldn't print in the paper."
Phelan said his side has shown good character to come back into the game when three goals down but it was just vital decisions at times which had cost his side.
The first half was a drab affair with few highlights.
Both teams struggled to hold on to the ball and with little room to move in the midfield, there were few clear-cut chances.
Wellington went ahead 21 minutes into the second half after a great run by Sam Blackburn.
United keeper Liam Little could only parry the ball from Blackburn's shot and substitute striker Pete Halstead had a simple tap-in.
A minute later, Andy Barron was unmarked on the far edge of the box and rifled the ball home.
Corrales' controversial goal came four minutes later, and the game looked all over for the home side.
But Stu Kelly drove in a superb shot from 25m out and then, with just five minutes left, Barry Gardiner chipped in United's second.
But Rhys Henderson was judged to have tripped up Halstead in extra time, and Corrales had his second, after Little saved the penalty but the ball went straight back to the Wellington striker, who made no mistake.
Wellington coach Stu Jacobs said he thought his side deserved the win, and knew the Otago side would tire in the second half.
His side just had to be patient and the chances would come.
It played with more width in the second half, which ran the home side around.
Best for Otago was Jackson and Kelly, while Tristan Prattley ran hard down the left.
Skipper Colin Falvey was forced off the field with an ankle injury 35 minutes into the match.
Wellington 4 (Luis Corrales 2, Pete Halstead, Andy Barron), Otago United 2 (Stu Kelly, Barry Gardiner) Half-time: 0-0.
