Sako's well-taken 57th-minute strike moved his side out of the relegation places and leaves the Mariners without a point or a goal on their travels so far this season.
Rochdale started much the brighter, playing at a high tempo and pinning the visitors back, but the nearest they came in a bright opening spell saw Sako fire agonisingly wide after superb work between himself and skipper Gary Jones.
On 18 minutes teenage striker Keith Barker, on loan from Blackburn Rovers, saw his header tipped on to the cross-bar by Mariners keeper Phil Barnes.
Grimsby produced a chance on 22 minutes when a long ball from the back caught the home defence square and, running on to it, the much-travelled striker Isaiah Rankin saw his volley brilliantly saved by Rochdale keeper Matthew Gilks.
Early in the second half Rochdale continued to press with Sako and Chris Dagnall both going close before the deadlock was broken.
Just before the hour mark Jones worked his way to the by-line and, when he pulled his cross back, Sako took one touch to control it with his right foot before sweeping it into the net with his left.
Grimsby responded well to falling behind with Rankin curling a 20-yard drive on to the crossbar. And, two minutes later, he was presented with a simple chance to bring his side level when the otherwise faultless James Sharp mistakenly cushioned a header into his path, but he delayed his shot and keeper Gilks saved well at his feet.
Not sitting back on a slender lead Rochdale created a host of late chances to give the score line a more realistic look, but time and again they failed to press home their advantage.
The win lifts Dale, who are now unbeaten in four games, out of the bottom two but Grimsby slipped into trouble courtesy of a woeful away record that sees them goalless and pointless on their travels so far.