Played at a frantic pace from the first whistle, despite the incessant rain, this was 90 minutes of end to end excitement with both sides creating clear cut chances.
Jay Tabb in the third minute saw his deft lob hit the Rochdale crossbar, Lloyd Owusu shot wide with only the keeper to beat and Isaiah Rankin was brilliantly tackled in front of goal when it seemed certain he would score.
At the other end, Rochdale skipper Gary Jones, playing his 250th game for the club, squandered two excellent chances and Grant Holt and Rickie Lambert hammered the Bees defence causing continuous problems.
The deadlock was broken on half time when Kevin O'Connor was harshly judged to have been brought down by Rochdale defender Alan Goodall yards in front of goal.
O'Connor calmly hammered the penalty past Matt Gilks.
With both teams apparently impervious to the swirling wind and rain there was no let up in tempo in the second half as Rochdale desperately searched for an equalizer and Brentford battled to hang on to the their slender lead.
And with Brentford in the second half forced to be without Rankin who limped off injured some of the Bees attacking initiative appeared to have been lost.
But Rochdale, despite three substitutions to bolster their attack in their search for an equalizer could find no way through the visitors defence and to their horror saw the ball five times impossibly cleared off the visitor's goal line.