Sunderland boss Peter Reid, well aware of his precarious position, sent out an almost full-strength side and they were several classes above the third division side.
There was one brief spell early in the game when the home fans had something to cheer when Shaun Marshall pulled off a couple of great saves from Tore Andre Flo and Julio Arca in the tenth minute.
A 30-yard free-kick from Claudio Reyna which bounced past him midway though the first half sent Cambridge on the slide to their biggest defeat in their 32-year league history.
It was only 2-0 at the break, Gavin McCann adding the second with a 25-yard blaster in the 26th minute.
The second half was a humbling experience starting with Arca's goal nine minutes after the break.
Sunderland kept going and there was hardly resistance when Flo strolled through for easy goals in the 75th & 82nd minutes. It was a great shame for Cambridge they could have had the consolation of carrying on their run of scoring in 14 matches.
Omer Riza looked likely to get a goal in the 81st minute, and, although he delayed his shot, he appeared to be brought down in the box by Kevin Kilbane.
Referee Paul Danson stunned the home fans by showing Riza a yellow card for diving and trying to win a penalty.