Manager Chris Wilder will be upset with the manner of the 2-1 defeat and especially with Cambridge having equalised just moments after Ivan Toney's 50th minute opener.
Ryan Bird then scored the winner with 11 minutes to go as the hosts moved three points clear of the Cobblers.
Town lie 15th in League Two ahead of rest of the weekend fixtures.
Match Report - click here for a full report
Match Reaction - Wilder said afterwards: "In every game up and down the country, you will hear people say that as soon as you score you have to go and get the ball.
"We didn’t put any pressure on it, we’ve allowed a boy to whack a long ball down the side of us, it’s ended up as a corner and then the whole mood of the game changes.
"The game management from the senior players was really poor."