The Saddlers suffered a night to forget after falling to a convincing defeat at home to relegation-threatened Rochdale.
Dale took the lead with the game’s first attempt on 16 minutes, Jim McNulty rising highest from Brad Inman’s in-swinging corner to loop a header back across goal and into the net.
Keith Hill’s men had won on their previous two visits to the Banks’s and were controlling proceedings without creating too many opportunities.
The subdued Saddlers finally sprang into life around the half-hour, Nicky Devlin bursting past his full-back and delivering a low cross but Harrison McGahey was in the right place to clear.
Erhun Oztumer then fed Julien Ngoy, whose rasping 20-yard strike stung the palms of visiting keeper Josh Lillis.
Rochdale should have doubled their advantage on 35 minutes when Ryan Delaney glanced a free header wide from another Inman corner.
Walsall were keen to try their luck from distance, Kieron Morris unleashing a left-footed effort which Lillis could only parry.
The Dale custodian was looking far from convincing and was unable to hold another long-range strike a minute later, this time from George Dobson.
The visitors were looking particularly dangerous from set-plays and went close again ten minutes after the restart, Delaney heading over from Inman’s delivery.
Fresh from scoring his first professional hat-trick at Southend, Oztumer almost got his name on the scoresheet again when he traded passes with Ngoy before hitting a deflected drive which Lillis held.
With the Saddlers offering little offensively, boss Jon Whitney brought on Florent Cuvelier and Amadou Bakayoko, who went and partnered half-time substitute Justin Shaibu up front.
But Rochdale made it 2-0 with 18 minutes remaining as top scorer and captain Ian Henderson curled a right-footed shot beyond Liam Roberts via a deflection.
Walsall had a golden opportunity to halve the deficit on 77 minutes when Bakayoko was felled by Delaney in the area but Oztumer’s penalty was superbly saved by Lillis to his left.
The Saddlers’ misery was complete as Dale added a third with four minutes left, Mihai Dobre turning smartly on the edge of the box before curling a left-footed effort into the corner.
Team: L Roberts, Devlin, K Roberts, Guthrie, Leahy, Chambers (Cuvelier 63’), Dobson, Morris, Kouhyar (Shaibu 46’), Oztumer, Ngoy (Bakayoko 70’).
Subs not used: Gillespie, Fitzwater, Kinsella, Flanagan.
Attendance: 3,505 (115 Rochdale supporters).