On the admission of boss Russell Slade, they had seven or eight great opportunities and twice hit the woodwork in the closing stages.
For Macclesfield the hero was goalkeeper Steve Wilson who pulled off a string of fine saves to deny the home side the points.
And even when he was beaten the woodwork saved the Silkmen as substitute Michael Reddy and midfielder Jason Crowe hit the frame of the goal.
The best chance fell to Grimsby's Ashley Sestanovich but he snatched at it and put the ball over the bar, when he should at least have forced Wilson into a save.
Macclesfield could have snatched the points in the final minute when midfielder Paul Harsley put his header straight at home keeper Anthony Williams when he should have scored.
That would have been daylight robbery and would certainly not have been a deserved winner.
Grimsby made three changes following the 1-1 home draw with Oxford and new signing striker Martin Gritton showed promise on his debut.
For Macclesfield it was a good point after the 3-1 home defeat by Northampton and their play-off hopes are still alive, so tight is League Two this season, with only leaders Scunthorpe pulling away from the rest of the pack.
It wasn't the greatest spectacle for an above average Blundell Park crowd, with frustration being the name of the game for the home supporters who so desperately wanted a late Christmas present of three points.