The result brought to an end a six-game losing league streak for the Saddlers, who impressed throughout the performance.
Josh Gordon got off the mark within a minute, before Mat Sadler headed home after 10 minutes.
Harvey Knibbs pulled one back for Cambridge in injury time, but the Saddlers hung on for the victory.
They came up against a physical United side and Clarke was pleased with his side's dogged determination.
“I thought it was a really entertaining game to watch to be honest," he said.
“Just, the lads like to take years off my life as a manager by conceding the goal.
“We’ve had umpteen opportunities on the counter-attack in the second half.
“But I thought my players stood up to it well today, battled well, worked hard.
“We got the initiative early in the game, which was pleasing to see and that gets your fans behind you.
“That’s what I’m talking about at home, if you can start bright.
“Our fans have been great this season and they’ll get behind you when you score that early goal."
Several players kept their place in the side after Tuesday's 6-0 EFL Trophy win over Forest Green Rovers.
And Clarke said he must use his full squad in a busy period for the club.
“There’s a couple who were unfortunate to be honest and didn’t retain it," he added.
“We’ve got a big week for the football club and it’s a great start.
“Another big game on Wednesday in the FA Cup so squads are important.
“Some of the players aren’t at the stage for me where they can play three games in a week and we have to make sure we utilise the squad and have belief in the squad.
“We have to make sure we keep building on these last two results."