The Devils jumped into a tie for first place with the Nottingham Panthers after beating them on Saturday Night in front of nearly 6,000 people at Motorpoint Arena, Nottingham.
The Devils were shut out by the Steelers in Sheffield on Saturday night.
The Steelers opened the scoring with a shorthanded goal after a misplayed puck by Ben Bowns ended up on the stick of Colton Fretter who fired the puck into the empty net at 13:04. The Steelers doubled their lead at 18:48 when Matt Marquardt tipped in a shot from Fretter to make it 2-0.
The lone goal of the middle period was scored by Andreas Jamtin at 37:26 that gave the Steelers a 3-0.
Matt Marquardt scored his second goal of the game at 43:58 on the powerplay to put the Steelers up 4-0, which is how the game ended.
The Devils were 0 for 6 with the man advantage, while the Steelers were 1 for 5 but scored a shorthanded goal as well. Bowns stopped 29 of 33 shots he faced, while Ervins Mustukovs stopped all 24 shots he faced.