League One outfit United have made a name for themselves in knockout competitions recently, as they reached the FA Cup semi-finals last season and face a last-four League Cup tie with Tottenham later this month.
And Nigel Clough's team claimed yet another unexpected scalp on Sunday, with Mark McNulty's first-half opener and a double from Jamal Campbell-Ryce after the break giving them a deserved victory at Loftus Road.
After riding out early QPR pressure, United settled into the game, and took the lead through top scorer McNulty in the 36th minute.
The lively Campbell-Ryce then increased the visitors' lead shortly after the interval, and a strong QPR line-up - including in-form striker Charlie Austin - could not respond.
United beat UEFA Champions League-chasing Southampton in the League Cup last month and, despite some late pressure from Harry Redknapp's team, sealed another famous success in stoppage time when Campbell-Ryce added his second.
Redknapp made seven changes to the QPR starting line-up that drew with Swansea City on New Year's Day, with only Austin, Steven Caulker, Karl Henry and Leroy Fer retaining their places.
The hosts started the brightest, with Fer forcing Mark Howard into a fine save from a superb curling effort five minutes in.
United were not deterred, though, and could have been ahead when the industrious Campbell-Ryce picked out Steven Scougall in the area, only for the Scot to shank his strike over the bar.
QPR were guilty of overplaying as the half wore on, and McNulty almost punished them when robbing Nedum Onouha of possession before failing to get his shot away.
But United's leading marksman made amends two minutes later, when he latched onto Louis Reed's pass before slotting past Alex McCarthy from inside the area.
Redknapp's dismay with his side's first-half performance was evident when Bobby Zamora, rested after a hectic festive period, replaced the anonymous Junior Hoilett at the break.
But that change made little difference as United extended their advantage four minutes after the restart when Campbell-Ryce prodded in from close range after poor some QPR defending from Reed's corner.
QPR were suddenly stung into life, and Zamora was unlucky not to pull one back when he glanced Matt Phillips' pin-point cross wide.
Redknapp introduced Chilean duo Mauricio Isla and Eduardo Vargas on the hour, with the latter testing Howard with a powerful header before Phillips blasted a close-range effort high over the bar.
But it was Campbell-Ryce who would have the final say, as he capitalised on more weak defending before finishing coolly to seal United's place in round four.
