Ilkeston Town manager Kevin Wilson felt his hard-working side were still in with a chance until Jai Reason scored the thunderbolt second goal for United in the 65th minute.
Chris Holroyd put the U's ahead in the fifth minute but the Blue Square North side had chances and Paul Dempsey hit the bar ten minutes before Reason extended the lead, settling any nerves and paving the way for further goals by Courtney Pitt and home debutant Adam Marriott.
"I'm really proud of my boys," said Wilson. "They put up a really good fight and on another day had we taken a chance or two before the second goal went in perhaps we could have come away with something, which is what our support here deserved.
"They have been fantastic and credit to the club. We are trying to build something here, it's a young side and we need to keep learning together and this added to that learning process."
Wilson's side was affected by suspensions and injuries but he refused to hide behind excuses and paid credit to United: "We lacked an end product and maybe - from what people have told me - when it was two-nil there was a penalty shout where the referee made a decision that carried the game away from us.
"But it would be unfair to moan about anything - it's been a fantastic run. Yes, we lacked that bit of experience out there with the likes of Gary Ricketts suspended but, no excuses, we were beaten by the better side.
"We've learned we can't make mistakes or individual errors because the quality that Cambridge have will punish you. We were in the game in the second half but I think when it went to 2-0 the whole complexion of the game changed.
"The second and third were classic goals and Cambridge took them well and from that moment their tails were up and we were a little bit overawed at the end. But in saying that the lads have been fantastic, we've had a great cup run and we wish Cambridge all the best in the next round.
"We'll carry on and we still have the FA Trophy to look forward to. Who knows, we might just get to have another crack at Cambridge!"
Interview by David Gray
Cambridge United are at home to York City in the second round of the FA Cup on Saturday 28th November. Our match at Oxford United scheduled for that day will be rearranged.
[Match report] [Fixture list]
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