The defeat, which saw the Saddlers' unbeaten run ended at thirteen league games, came after Clarke's side conceded another two penalties during a largely forgettable meeting at Banks's Stadium.
Walsall continued to shoot themselves in the foot as two individual errors allowed Cambridge to both take then extend their lead with their hosts simply unable to create anything of note, much to the manager's frustration.
The Saddlers began the game on the backfoot after Liam Kinsella felled Luke Hannant inside the box after just eight minutes of play allowing Paul Mullin to grab his twelfth goal of the season scored, despite Liam Roberts getting a hand to the ball.
Despite enjoying the majority of the ball the Reds went two-nil down with ten minutes of play remaining as Hayden White was adjudged to have handled the ball in the box as Joe Ironside slammed the ball into the bottom corner to double the U's lead.
The Saddlers were able to control much of the ball but unable to test United 'keeper Dimitar Mitov as Mark Bonner's visiting U's continued their spell of form, earning a fourth win from five league games.
Along with praising the visitors, manager Clarke admitted his side simply failed to break down their opponents and will have to do better if they are to turn draws into wins and improve upon last season's mid-table finish..
Speaking to the assembled media, Darrell said; "I know we were poor. We had a lot of possession of the ball, options that we’ve picked a lot of the time weren’t creating the problems that we normally create.
"I need to go back and analyse it straight after the game. We tried loads of different things and had plenty of the ball and not really many opportunities.
"You have to give Cambridge credit. We gave them the goal, which is frustrating. We have to stop doing that at home. It gives them something to hold on and they get in their two banks of four, ten men behind the ball and look to hit us on the counter attack.
"We struggled to break them down. I look at my performance and my team and we certainly didn’t do enough, which is disappointing.
"I said to my players after the game, now it’s about the reaction isn’t it. We’ve had a lot of draws this season and a couple wins - there should be more wins on the board.
"But it’s how you react from these setbacks. It was always going to happen and the proof will be in the pudding come Saturday."
The manager went on to admit that his team must start to make more of the few goal-scoring opportunities they are able to create, especially set pieces, something they were unable to do on Tuesday evening.
The manager continued; "We haven’t worked the keeper enough, sometimes the delivery is good and we’re not attacking the ball well. We do a lot of work on set pieces which is the frustrating thing.
"We have to do better and look more dangerous because we pick up a lot of free-kicks with our attacking players and a lot of opportunities to score goals.
"You need goals like that from set pieces on days like this when the opposition are frustrating you - you have to find a goal from somewhere. We haven’t done that."