Goals from Adam Le Fondre and Glenn Murray ensured Rochdale maintained their unbeaten away record this season.
However, the win was not without some luck after a fine first-half display from the home side was rewarded only with Shaleum Logan's superb solo goal.
That came after Le Fondre had glanced home Adam Rundle's free-kick.
But Town could not make their dominance tell and Dale came out on top of an even second half when Murray headed home another Rundle cross on the hour.
Grimsby: Barnes, Logan, Bennett, Fenton, Newey, Till, Bolland, Clarke (Hunt 60), Toner (Bore 68), Jones, Rankin (Taylor 61).
Subs Not Used: Montgomery, Whittle.
Goals: Logan 18.
Rochdale: Spencer, Lomax, Kennedy, McArdle, Perkins, Muirhead, Jones, Doolan (Holness 44), Rundle, Le Fondre, Murray.
Subs Not Used: Russell, Thompson, Higginbotham, Prendergast.
Booked: Jones, McArdle.
Goals: Le Fondre 12, Murray 59.
Ref: Dean Whitestone (Northamptonshire).