Hull City, often called the sleeping giants of Nationwide Division Three, caught Cambridge napping as they raced into a two-goal lead in the first 20 minutes and might easily have doubled that score.
The unease was there for all to see in a Cambridge defence which threw away a two-goal lead at Rochdale on Saturday.
A straightforward corner from Dean Keates found the unmarked Justin Whittle in the fifth minute, and the defender headed the ball into the packed goalmouth where Jason Price flicked it past the keeper.
Danny Allsopp looked good value for his £100,000 fee from Notts County as he harried the home defence, and it took a brilliant save from keeper Shaun Marshall to prevent him scoring in the 18th minute.
Two minutes later though he outpaced a heavy-footed defence when keeper Paul Musselwhite launched the ball down the middle and was able to steer a shot past the advancing Marshall.
Cambridge's only reply in the half was a 20-yarder from Luke Guttridge which Musselwhite pushed away for a corner.
With six successive away defeats behind them the Tigers were determined to preserve their lead which they did very well in a dull second half.
It took Cambridge until the 80th minute to create an opening for star striker Dave Kitson, but his close-range shot was cleared off the line by Damien Delaney.
Cambridge boss John Taylor said after the match: "Hull stopped us playing our usual game and they caught us out at the back.
"It was our worst display so far this season and against the kind of experienced side who could take advantage of it, it's very disappointing." Hull boss Peter Taylor said: "I thought it was an outstanding performance even though we could have had more goals. We scored a couple of excellent ones early in the game and never really looked like giving it away."