Southport 1-0 Cambridge United
Cambridge suffered their first defeat of the season as Matty Brown's second-minute header sealed victory.
The defender, on loan from Chesterfield, scored his first goal for the Port, nodding in from a corner.
The U's had a great chance to draw level on the stroke of half-time, but Ian Miller's unmarked header from six yards went over the bar.
Luke Berry came close to scoring a late equaliser, but his shot from the edge of the box shaved the post.
Southport secured their first win in six matches, and with it ended Cambridge's 16-match unbeaten run.
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Cambridge United boss Richard Money told BBC Radio Cambridgeshire:
"I think we will play a lot worse than that, and have played a lot worse than that, and win. I thought we had a good go at it and just couldn't find the right pass
"We've had I don't know how many set-plays and on a number of occasions got free headers and still couldn't score.
"In the key moments we weren't quite good enough. We had a lot of chances and on another day you win that game, but we haven't.