With home fans still reeling from the loss of their manager things almost got even worse in the tenth minute when only a superb reflex save from recalled goalkeeper David Hay kept out Ryan Stevenson's left-foot volley.
Cowdenbeath eventually settled and United defender Eddie Forrest had to make a crucial goal-line clearance after full-back Gary Miller deflected the ball towards his own net.
The Blue Brazil continued to create chances and veteran Ayr keeper Mark McGeown pulled off two outstanding saves from Gary Fusco and Liam Buchanan, before Pat Clarke hit the side-netting.
But Cowdenbeath were finally rewarded in the final minute of the first half when midfielder Laurie Ellis produced a cool left-foot finish inside a packed penalty area.
Clarke's bad miss early in the second period ultimately proved costly, yet it didn't seem to matter too much at the time as Cowdenbeath ran their opponents ragged.
Buchanan wasted a series of great opportunities and substitute Scott Dalziel forced another top-class save from McGeown.
David Dunn's close-range effort was United's only attempt on goal in the second half, until midfielder Chris Strain hammered home a 25-yard equaliser which appeared to take a slight deflection.