Tom Naylor's own goal handed Cambridge victory and condemned promotion-chasing Grimsby to a third successive defeat.
Shaun Pearson almost headed the Mariners ahead, glancing Jamie Devitt's corner narrowly wide.
But the breakthrough came at the other end, as Naylor headed Harrison Dunk's free-kick into his own net.
Naylor had Grimsby's best chance to equalise, but could only chip wide when through on goal to cap off a miserable afternoon for the 21-year-old defender.
The result leaves the Mariners fifth, three points ahead of sixth-placed Forest Green having played three games fewer, while Cambridge move to ninth.
VIEW FROM THE DRESSING ROOM
Grimsby joint manager Rob Scott told BBC Radio Humberside:
"It's been a bit of a nightmare week.
"To lose the goal the way we did... I didn't feel it was a free kick in the first place. I think the referee was a bit over-zealous and probably watching a bit too much Champions League in the last few weeks.
"Everybody thinks we will probably be pressing the panic buttons but we can't do anything about that week.
"We've lost three games and because it comes in the space of seven days it knocks confidence and belief and makes it look all the worse."