The visitors somehow survived a first-half battering to look the better side in the second half and it was no surprise when they scored the winner just before the hour mark.
The Grimsby defence was caught out when Glenn Murray headed in Adam Rundle's left-wing cross at the far post.
Despite making three substitutions, Grimsby rarely looked like getting back into the game as Dale kept it tight at the back, but still continued to stretch the Mariners defence.
The first half was a completely different story with Rochdale scoring first on 12 minutes. A Rundle free-kick was neatly glanced in with his head by striker Adam Le Fondre.
But Grimsby came roaring back and scored a magnificent equaliser six minutes later.
A neat back-heel from winger Peter Till set up debut boy Shaleum Logan and he motored through and struck a magnificent low shot into the bottom corner from the edge of the box.
From this point up until half-time it was all Town, but they missed a couple of terrific chances to go ahead.
The culprits were Isaiah Rankin, who headed wide from a Logan cross, and then skipper Paul Bolland failed to get a touch to a Rankin cross in front of goal.
At the other end however there had been a glaring miss from Le Fondre who put the ball over from a yard out when it seemed harder to miss.
So Rochdale's good away form continues, as this was their fifth game without defeat on their travels, while Grimsby badly need the striker manager Alan Buckley is believed to be bringing in next week.