Chukki Eribenne and Ben Smith netted to earn Garry Hill's side another hard earned three points at the Wessex Stadium.
But how Cambridge didn't head home from the South Coast without at least a draw will remain one of life's great mysteries.
Striker Robbie Simpson hauled the visitors back into it just a couple of minutes after Smith's thunderous strike.
United threw men forward in search of an equaliser but despite relentless pressure Rob Newman's men couldn't break down a well marshalled Weymouth defence which extended their superb run of home form.
How the Terras didn't take the lead on 15 minutes only Paul Crichton will know. The former West Brom stopper pulled off a stunning save with his shin to deny Raphael Nade a certain goal from close range.
Moments later Weymouth had a mighty let-off of their own. United's Courtney Pitt beat Simon Downer and keeper Aaron Lee-Barrett to a high ball and looked to have the relatively simple job of tapping into an empty net.
But the ball seemed to bounce up just as Pitt was about to hit the trigger, allowing the acrobatic Steve Tully to save the day.
Terras continued to press and were rewarded on 25 minutes with a deserved opener. Defenders Ashley Vickers and Downer won back possession on halfway and fed Nade on the edge of the visitors area. The striker found Chukki Eribenne who ghosted past two defenders and planted a well struck left-foot shot past the helpless Crichton.
Eager to force a way back into the contest, the visitors opened the second half sharply.
Weymouth were looking nervy, needing a second goal, and it duly arrived on 59 minutes. Nade, Nick Crittenden and Simon Weatherstone were all involved in the build-up, before Smith made room for himself 20 yards out and sent a blistering drive past Crichton.
Stung by the setback Cambridge pulled themselves back into it just two minutes later.
Winger Jon Brady was allowed time and space on the right flank to deliver an inch-perfect cross to Lee-Barrett's far post and Robbie Simpson planted his header into the net.
The visitors then threw on an extra striker Michael Gash for the closing stages, but the Terras held on to continue their stunning start to the Conference campaign.