Alfreton dented Cambridge's hopes of a play-off place with a convincing win at the Abbey Stadium.
Liam Hughes hit the post for Cambridge just before half-time.
But Leigh Franks broke the deadlock as he headed home Josh Law's cross from close range early in the second half to send the visitors on their way.
Nathan Arnold's 20-yard strike doubled the lead shortly before full-time and Paul Clayton got a third in stoppage time with a close-range finish.
VIEW FROM THE DRESSING ROOM
Alfreton Town manager Nicky Law:
"The fans were brilliant. They never stopped supporting the team from start to finish and the players have shown their appreciation and gratitude at the end by going 60 to 70 yards to applaud them for their great efforts.
"I just wish the small band of moaners at our home games - who seem to criticise every little thing that goes wrong - would realise what a negative effect they sometimes have on players and get behind us instead. We could achieve so much more if we are all together.
"It is a sad state of affairs that we would rather play away from home where there is less pressure to perform."