Oxford overcame League One Bournemouth on penalties after a goalless draw to continue the Cherries' poor run in the League Cup.
They have reached the second round only once in the past seven seasons.
Damian Batt tucked home the winning penalty in the shootout after Ryan Clarke had saved from Marc Pugh.
The Cherries started the Capital One Cup tie the brighter and carved out early chances with Wes Thomas heading a free-kick wide from close in and then Pugh forcing Ryan Clarke into a good save.
The U's responded with Damian Batt firing in a shot on the turn after good work by James Constable.
Bournemouth goalkeeper Shwan Jalal beat out two drives in quick succession from Adam Chapman and Sean Rigg, with summer signing Rigg also hitting an angled drive over the crossbar after turning a defender inside out.
Both sides struggled to produce an end product to some good approach play.
Bournemouth midfielder Pugh was convinced he should have had a penalty, though, when he went over a trailing leg after a run into the box.
The visitors were also incensed about a hefty challenge by Chapman on Joe Partington that left the Cherries midfielder writhing in pain, but referee Darren Drysdale took no action, deciding there was no malice in the tackle.
Pugh almost won it for Bournemouth at the end of normal time with a curling effort that only just cleared the bar.
But Chapman's driven free-kick from the edge of the box also contained plenty of venom and Jalal had to be at his best to keep it out.
Oxford's penalty shootout triumph meant it was not the start Paul Groves was hoping for in his first match as Bournemouth's permanent manager.