The tie, that did not exactly catch the eye before kick-off, was a match Grimsby did not really want to end as a draw as they have thinly stretched resources.
After leading 2-0 in the 17th minute it really did look as if Stan Ternant's side were on course for a rare victory at Blundell Park.
Any Burnley follower will remember that their side's play-off hopes were dashed by Grimsby last season and several years ago they were denied a place at Wembley in the Auto Windscreens final by the Mariners.
Goals from Alan Moore and Paul Weller were just reward for some bright passing by the Clarets with the mercurial Robbie Blake at the heart of BurnleyÂ’s best play.
But some resolute Grimsby defending and BurnleyÂ’s over-confidence meant that two goals were never enough.
In the 57th minute defender Mark McGregor fouled Grimsby midfielder Campbell and Terry Cooke slotted home the spot kick.
A superb late strike by 18-year-old Darrem Mansaram sent the sides back to Turf Moor in ten days time.
Burnley boss Ternent discounted all talk of a Blundell Park hoodoo for is side although he did concede that it was the first time since he went to Burnley that they had got something at Grimsby!