But their cause was helped when James Olayinka was sent off only five minutes in for catching Ephron Mason-Clark with a flying boot.
Here are the best pictures from our photographer David Lowndes.
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1. Posh 3 Cheltenham 0
Peterborough United fans enjoy the 3-0 win over Cheltenham Town. Photo: David Lowndes
2. Posh 3 Cheltenham 0
Peterborough United fans enjoy the 3-0 win over Cheltenham Town. Photo: David Lowndes
3. Posh 3 Cheltenham 0
Peterborough United fans enjoy the 3-0 win over Cheltenham Town. Photo: David Lowndes
4. Posh 3 Cheltenham 0
Peterborough United fans enjoy the 3-0 win over Cheltenham Town. Photo: David Lowndes