Skrill Premier leaders Cambridge responded well to Jose Baxter giving the Blades the lead in their second-round clash, but were killed off by Jamie Murphy's 58th-minute strike.
Clough said: "In the end it was comfortable, although we had to work very hard for it and getting the first goal was important and it was good technique from Jose.
"The only disappointing part of the whole game was the 20 minutes after that where I thought we let them back into the game and get a few situations and chances.
"Apart from that I thought through the course of the whole game we played well.
"We knew there would be a bit of space out wide because of the way Cambridge play and both goals have come from those areas."
Cambridge boss Richard Money felt his side deserved to be on equal terms at the interval after an even first half.
Money said: "I thought in the first half we played well and we needed to come in at half-time at least level.
"I thought our play in the first half warranted that at the very least.
"We came in 1-0 down at half-time so we had to force the issue and they sat very deep in the second half and put a five-man barrier across the back.
"Then they've picked our pockets again when they broke away and scored a second goal.
"We got between their lines in the first half and passed it very well, but half-time gave them a chance to regroup."