UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT
INVESTMENT COMPANY

Investment Company Act file number 811-3964

Dreyfus Government Cash Management Funds
(Exact name of Registrant as specified in charter)

c/o The Dreyfus Corporation
200 Park Avenue
New York, New York 10166
(Address of principal executive offices) (Zip code)

Michael A. Rosenberg, Esq.
200 Park Avenue
New York, New York 10166
(Name and address of agent for service)

Registrant's telephone number, including area code:     (212) 922-6000  
Date of fiscal year end:     1/31      
Date of reporting period:     4/30/08      

FORM N-Q

Item 1.     Schedule of Investments.  

STATEMENT OF INVESTMENTS  
Dreyfus Government Cash Management  
April 30, 2008 (Unaudited)  

    Annualized          
    Yield on Date     Principal      
U.S. Government Agencies--71.4%     of Purchase (%)     Amount ($)     Value ($)  
Federal Farm Credit Bank:              
5/13/08     2.23     125,000,000 a     124,999,202  
5/16/08     2.54     277,000,000 a     277,000,000  
7/15/08     4.26     40,115,000     40,036,341  
9/22/08     2.33     410,000,000 a     410,004,113  
11/17/08     2.20     75,000,000 a     75,000,000  
1/14/09     2.33     77,000,000 a     76,994,542  
7/23/09     2.31     375,000,000 a     375,000,000  
8/3/09     2.36     100,000,000 a     100,000,000  
9/15/09     2.30     320,000,000 a     319,978,846  
3/9/10     2.23     200,000,000 a     200,000,000  
Federal Home Loan Bank System:              
5/1/08     1.75     1,900,000,000     1,900,000,000  
5/21/08     2.72     500,000,000 a     499,890,338  
5/23/08     2.02     102,700,000     102,573,223  
6/11/08     4.22     37,843,000     37,664,570  
6/13/08     4.23     469,669,000     467,346,487  
6/18/08     4.23     299,750,000     298,095,380  
7/7/08     3.93     95,825,000     95,138,387  
7/16/08     3.42     78,266,000     77,710,833  
7/16/08     4.13     350,000,000     350,529,737  
7/30/08     2.04     148,000,000     147,248,900  
8/8/08     3.37     84,000,000     84,371,177  
8/13/08     4.66     186,000,000     186,128,960  
8/22/08     4.55     42,000,000     41,905,984  
9/15/08     2.21     150,000,000     150,653,754  
11/7/08     2.21     123,870,000     124,064,507  
2/13/09     1.90     200,000,000     200,950,139  
2/27/09     2.58     150,000,000     150,047,162  
3/5/09     2.55     200,000,000     200,027,003  
3/12/09     1.80     100,000,000     100,321,213  
4/21/09     2.42     200,000,000 a     200,000,000  
4/23/09     2.29     250,000,000     249,970,658  
4/24/09     2.30     250,000,000     249,874,945  
9/4/09     2.37     350,000,000 a     350,000,000  
Federal Home Loan Mortgage Corp.:              
6/13/08     3.88     50,000,000     49,771,861  
8/4/08     4.46     37,061,000     37,055,441  
8/15/08     4.66     48,855,000     48,838,354  
1/12/09     2.14     138,300,000     141,093,492  
3/16/09     2.15     6,422,000     6,614,789  
Federal National Mortgage Association:              
5/1/08     2.46     420,000,000 a     419,943,771  
5/1/08     2.45     800,000,000 a     800,000,000  

5/2/08     4.20     300,000,000     299,965,583  
6/15/08     4.16     46,057,000     45,958,985  
7/2/08     3.92     124,527,000     123,701,317  
7/15/08     4.26     38,387,000     38,349,422  
7/16/08     3.42     125,754,000     124,861,985  
7/25/08     3.90     750,000,000     743,235,417  
8/20/08     2.11     255,000,000     253,356,737  
9/3/08     2.12     44,100,000     43,778,438  
11/14/08     2.15     13,500,000     13,343,385  
3/16/09     2.17     3,000,000     3,035,702  
Total U.S. Government Agencies              
(cost $11,456,431,080)             11,456,431,080  
 
Repurchase Agreements--30.8%              
Barclays Financial LLC              
dated 4/30/08, due 5/1/08 in the amount of              
$295,110,656 (fully collateralized by $206,730,000              
Federal Home Loan Bank, 2.375%, due 4/21/09, value              
$206,141,595 and $92,176,000 Federal National              
Mortgage Association, 5.50%, due 10/3/17, value              
$94,860,626)     1.30     295,100,000     295,100,000  
Barclays Financial LLC              
dated 4/30/08, due 5/1/08 in the amount of              
$150,007,708 (fully collateralized by $148,670,000              
Federal National Mortgage Association, 5.50%, due              
10/3/17, value $153,000,014)     1.85     150,000,000     150,000,000  
BNP Paribas              
dated 4/30/08, due 5/1/08 in the amount of              
$1,130,059,639 (fully collateralized by $956,651,700              
U.S. Treasury Notes, 2%-3.875%, due 1/15/09-1/15/16,          
value $1,152,892,391)     1.90     1,130,000,000     1,130,000,000  
Credit Suisse (USA) Inc.              
dated 4/30/08, due 5/1/08 in the amount of              
$600,033,000 (fully collateralized by $460,256,000              
Federal Home Loan Bank, 0%, due 5/28/08, value              
$459,565,611 and $335,319,000 U.S. Treasury Strips,              
due 11/15/24-2/15/25, value $152,435,770)     1.98     600,000,000     600,000,000  
Deutsche Bank Securities              
dated 4/30/08, due 5/1/08 in the amount of              
$600,033,333 (fully collateralized by $434,571,715              
Federal Home Loan Mortgage Corp., 4.50%-7.182%, due          
4/1/20-4/1/38, value $357,543,337 and $497,228,686              
Federal National Mortgage Association, 3.993%-6.418%,          
due 3/1/33-4/1/38, value $254,456,663)     2.00     600,000,000     600,000,000  
Fortis Securities LLC              
dated 4/30/08, due 5/1/08 in the amount of              
$250,013,542 (fully collateralized by $149,167,800              
U.S. Treasury Bonds, 8%, due 11/15/21, value              
$209,636,443 and $75,227,500 U.S Treasury              
Strips, due 2/15/15-2/15/25, value $45,363,585 )     1.95     250,000,000     250,000,000  
Goldman, Sachs & Co.              
dated 4/30/08, due 5/1/08 in the amount of              

$12,000,600 (fully collateralized by $11,157,600 U.S.              
Treasury Notes, 2%, due 4/15/12, value $12,240,041)     1.80     12,000,000     12,000,000  
Goldman, Sachs & Co.              
dated 4/30/08, due 5/1/08 in the amount of $250,002,083              
(fully collateralized by $237,146,900 U.S. Treasury Notes,              
4.50%-5.125%, due 6/30/11-9/30/11, value $255,000,075)     0.30     250,000,000     250,000,000  
Greenwich Capital Markets              
dated 4/30/08, due 5/1/08 in the amount of              
$500,027,361 (fully collateralized by $512,320,000              
Federal National Mortgage Association, 0%, due              
7/16/08-7/23/08, value $510,001,715)     1.97     500,000,000     500,000,000  
HSBC USA Inc.              
dated 4/30/08, due 5/1/08 in the amount of              
$220,012,100 (fully collateralized by $3,482,390              
Federal Home Loan Mortgage Corp., 6%, due 4/15/34,              
value $1,829,618 and $226,260,011 Federal National              
Mortgage Association, 5.50%, due 8/1/37-3/1/38, value              
$222,571,303)     1.98     220,000,000     220,000,000  
Merrill Lynch & Co. Inc.              
dated 4/30/08, due 5/1/08 in the amount of              
$550,030,556 (fully collateralized by $1,159,329,864              
Federal Home Loan Mortgage Corp., 0%-14.242%, due              
11/15/17-2/15/38, value $246,652,460, $1,889,279,783              
Federal National Mortgage Association, 0%-21.63%, due              
3/25/18-3/25/38, value $261,035,537 and $460,262,625              
Government National Mortgage Association, 0%-8.80%,              
due 7/20/34-2/20/38, value $53,312,662)     2.00     550,000,000     550,000,000  
UBS Securities LLC              
dated 4/30/08, due 5/1/08 in the amount of              
$383,021,065 (fully collateralized by $161,977,000              
Federal Home Loan Mortgage Corp., 0%-5.875%, due              
3/21/11-9/14/29, value $71,236,368, $513,022,000              
Federal National Mortgage Association, 0%-6.25%, due              
7/15/08-1/15/30, value $318,549,960 and $1,786,000,              
Student Loan Marketing Association, 0%, due 10/3/22,              
value $874,318)     1.98     383,000,000     383,000,000  
Total Repurchase Agreements              
(cost $4,940,100,000)             4,940,100,000  
Total Investments (cost $16,396,531,080)         102.2%     16,396,531,080  
Liabilities, Less Cash and Receivables         (2.2%)     (354,045,053)  
Net Assets         100.0%     16,042,486,027  
 
a Variable rate security--interest rate subject to periodic change.          

At April 30, 2008, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes.

Securities valuation policies and other investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the Securities and Exchange Commission on Form N-CSR.

Various inputs are used in determining the value of the fund's investments relating to Financial Accounting Standard No. 157 (FAS 157), Fair Value Measurements.

  These inputs are summarized in the three broad levels listed below.
Level 1 - quoted prices in active markets for identical securities.
Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds,
credit risk, etc.)
Level 3 - significant unobservable inputs (including fund's own assumption in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, money market securities are valued using amortized cost, in accordance with rules under the Investment Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active market, such securities are reflected as Level 2.

The following is a summary of the inputs used as of April 30, 2008 in valuing the fund's assets carried at fair value:

Valuation Inputs     Investments in Securities ($)     Other Financial Instruments* ($)      
Level 1 - Quoted Prices     0         0  
Level 2 - Other Significant Observable Inputs     16,396,531,080         0  
Level 3 - Significant Unobservable Inputs     0         0  
Total     16,396,531,080         0  

*Other financial instruments are derivative instruments not reflected in the Portfolio of Investments, such as futures, forwards and swap contracts, which are valued at the unrealized appreciation/depreciation on the instrument.

STATEMENT OF INVESTMENTS  
Dreyfus Government Prime Cash Management  
April 30, 2008 (Unaudited)  

    Annualized          
    Yield on Date     Principal      
U.S. Government Agencies--100.0%     of Purchase (%)     Amount ($)     Value ($)  
Federal Farm Credit Bank:              
5/1/08     4.21     10,000,000     10,000,000  
5/2/08     2.53     100,000,000 a     100,000,000  
5/6/08     4.16     24,000,000     23,986,367  
5/16/08     2.54     150,000,000 a     150,000,000  
5/27/08     2.25     100,000,000 a     99,998,547  
6/9/08     2.21     60,000,000 a     60,000,000  
7/21/08     2.26     50,000,000 a     49,997,879  
8/7/08     2.22     5,500,000 a     5,499,587  
8/21/08     2.22     10,000,000 a     10,000,186  
10/10/08     4.10     12,215,000     12,217,656  
11/14/08     2.27     50,000,000 a     50,000,000  
11/17/08     2.21     100,000,000 a     99,996,029  
1/14/09     2.33     28,500,000 a     28,495,772  
2/24/09     2.18     4,900,000     4,964,403  
3/19/09     2.14     1,395,000     1,438,086  
4/24/09     2.28     100,000,000 a     100,000,000  
5/27/09     2.36     100,000,000 a     100,000,000  
7/22/09     2.35     17,000,000 a     16,991,523  
7/23/09     2.31     125,000,000 a     125,000,000  
8/3/09     2.36     150,000,000 a     150,000,000  
Federal Home Loan Bank System:              
5/1/08     1.75     193,000,000     193,000,000  
5/2/08     2.15     420,000,000     419,975,006  
5/7/08     2.44     350,000,000     349,858,708  
5/8/08     4.21     68,730,000     68,731,855  
5/9/08     2.10     450,000,000     449,790,167  
5/15/08     2.03     100,000,000     99,921,056  
5/21/08     2.73     250,000,000     249,623,611  
5/23/08     2.02     100,000,000     99,876,556  
6/16/08     2.65     130,000,000 a     129,975,956  
6/23/08     2.46     19,700,000 a     19,698,438  
7/2/08     2.13     150,000,000     149,452,333  
7/15/08     4.11     8,390,000     8,363,447  
7/16/08     4.13     200,000,000     200,303,534  
8/6/08     2.55     175,000,000     173,811,750  
8/13/08     2.55     71,167,000     70,648,904  
8/15/08     4.65     2,000,000     2,004,219  
8/25/08     4.66     77,440,000     77,501,864  
9/10/08     2.14     185,000,000     183,561,933  
9/12/08     2.20     12,200,000     12,320,779  
9/17/08     4.30     100,000,000     100,118,735  
10/1/08     2.12     93,599,000     92,763,629  
10/15/08     2.12     28,054,000     27,780,707  

10/17/08     2.12     80,000,000     79,211,333  
11/28/08     2.59     150,000,000     150,000,000  
1/29/09     2.21     8,785,000     8,816,720  
2/9/09     2.11     14,775,000     15,135,002  
2/13/09     2.20     10,425,000     10,524,587  
4/3/09     2.28     100,000,000     99,980,907  
8/7/09     2.34     250,000,000 a     250,000,000  
Tennessee Valley Authority              
11/13/08     2.13     20,620,000     20,969,925  
Total Investments (cost $5,012,307,696)         100.0%     5,012,307,696  
Cash and Receivables (Net)         .0%     1,808,640  
Net Assets         100.0%     5,014,116,336  
a Variable rate security--interest rate subject to periodic change.          
 
For Federal tax purposes, the fund's approximate tax cost is equal to book cost.          

Securities valuation policies and other investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the Securities and Exchange Commission on Form N-CSR.

Various inputs are used in determining the value of the fund's investments relating to Financial Accounting Standard No. 157 (FAS 157), Fair Value Measurements.

  These inputs are summarized in the three broad levels listed below.
Level 1 - quoted prices in active markets for identical securities.
Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds,
credit risk, etc.)
Level 3 - significant unobservable inputs (including fund's own assumption in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For example, money market securities are valued using amortized cost, in accordance with rules under the Investment Company Act of 1940. Generally, amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active market, such securities are reflected as Level 2.

The following is a summary of the inputs used as of April 30, 2008 in valuing the fund's assets carried at fair value:

Valuation Inputs     Investments in Securities ($)     Other Financial Instruments* ($)      
Level 1 - Quoted Prices     0         0  
Level 2 - Other Significant Observable Inputs     5,012,307,696         0  
Level 3 - Significant Unobservable Inputs     0         0  
Total     5,012,307,696         0  

*Other financial instruments are derivative instruments not reflected in the Portfolio of Investments, such as futures, forwards and swap contracts, which are valued at the unrealized appreciation/depreciation on the instrument.

Item 2.     Controls and Procedures.  

(a) The Registrant's principal executive and principal financial officers have concluded, based on their evaluation of the Registrant's disclosure controls and procedures as of a date within 90 days of the filing date of this report, that the Registrant's disclosure controls and procedures are reasonably designed to ensure that information required to be disclosed by the Registrant on Form N-Q is recorded, processed, summarized and reported within the required time periods and that information required to be disclosed by the Registrant in the reports that it files or submits on Form N-Q is accumulated and communicated to the Registrant's management, including its principal executive and principal financial officers, as appropriate to allow timely decisions regarding required disclosure.

(b) There were no changes to the Registrant's internal control over financial reporting that occurred during the Registrant's most recently ended fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.

Item 3.     Exhibits.  

(a) Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940.

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SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.

Dreyfus Government Cash Management Funds

By:     /s/_J. David Officer_  
    J. David Officer  
    President  

Date: June 18, 2008

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this Report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

By:     /s/_J. David Officer_  
    J. David Officer  
    President  

Date: June 18, 2008

By:     /s/ James Windels  
    James Windels  
    Treasurer

Date: June 18, 2008

EXHIBIT INDEX

(a) Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940. (EX-99.CERT)

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