The Bet League Two side had to survive a late second half onslaught from Louis van Gaal???s men as Radamel Falcao and substitute Robin van Persie went close but the hosts were good value for a share of the spoils after a hugely determined display.
Cambridge are ranked 76 places lower than their illustrious opponents in the football pyramid and Van Gaal admitted he had some stern words for his squad in the dressing room.
“Yes of course it is frustrating,” the Dutchman said. “We make the same error as against Yeovil Town and against QPR, we did the same playing style more or less in the first half.
“Then I have to be angry again. In the second half we did much better but OK we are not out of the Cup. That is the most important thing. But the atmosphere here, the crowd, was fantastic. You know always in advance that all aspects in a game like this is against you.
“I was angry again but it is part of my job. I want to be very happy at half-time. But OK it was not always the same.”
Van Gaal also paid tribute to Cambridge, who held United to a 1-1 draw when the??two sides last met in a League Cup fixture in 1991.
He added: “I can only give the credit to the coach, to the staff they did??marvellous, but what I already said every aspect of the match is against us -??the pitch, the referee, everything that you can think about this is against you. Also the fans of course, but that is nice I think.”