The Silkmen made a blistering opening and in the third minute the jinking John Miles won a free-kick on the edge of the box.
From the set-piece Mariners' skipper Justin Whittle needlessly pulled the shirt of John Murphy, allowing Kevin McIntyre to slot in his eighth successful penalty of the season, high to the right of Phil Barnes.
Worse was to follow for Alan Buckley's men, as they could only sit back and admire a breathtaking Colin Heath scissor-kick made in 2-0 in the 20th minute.
But Macclesfield then sat back on their lead and allowed Grimsby to press forward.
Their best chances came after the break, Danny North left in space only to scuff a 15-yard volley straight at keeper Tommy Lee. The keeper also saved from Nick Fenton who turned neatly in the box.
Grimsby keeper Barnes then kept his side in the game with a brilliant point-blank save to deny Matthew Tipton, who had been set up after a dazzling run from Martin Bullock.
Grimsby were then given a lifeline when James Hunt muscled his way to the by-line before pulling the ball back across the six-yard line for Gary Jones to score from close range.
Grimsby launched wave-after-wave of attacks in the dying moments, but it was Macclesfield who nearly added a third when Murphy saw an injury-time shot cleared off the line.