The Saddlers were forced to settle for a point after being held to a goalless draw by Bristol Rovers.
The first shot in anger came from the visitors on 15 minutes, Billy Bodin with a low drive from outside the box which Mark Gillespie held comfortably to his right.
In an error-strewn half of precious few opportunities, the Saddlers came closest to breaking the deadlock on 21 minutes thanks to a wonderful piece of individualism from Dan Agyei.
The Burnley loanee collected Gillespie’s goal-kick and brilliantly bullied his way in between two defenders into the area.
His rasping right-footed drive looked destined for the far corner but Pirates keeper Adam Smith made a fantastic one-handed reflex stop to palm the ball away.
Darrell Clarke’s visitors – without a draw all season – were not afraid to try their luck from distance.
Bodin fired a weak effort straight at Gillespie, Ollie Clarke blasted a half-volley well wide from a free-kick and, just before half-time, Tom Nichols sent a volley high over the bar.
The Gas wasted a big opportunity seven minutes after the interval as Liam Sercombe’s lofted pass played Nichols through one-on-one but Gillespie made a super save to smother his effort.
Walsall hearts were in mouths moments later as Chris Lines’ cut-back was sliced towards his own goal by Kory Roberts but the ball bobbled fortuitously wide.
The hosts grew as an attacking force around the hour mark, with Joe Edwards seeing a strike blocked and Kieron Morris heading straight at Smith, who then held Adam Chambers’ long-ranger.
Substitute Simeon Jackson planted a header narrowly over from Luke Leahy’s left-wing centre and Zeli Ismail fizzed a cross-shot across the face of goal.
The Saddlers were on top and Smith had to be at his best to parry Edwards’ powerful 20-yard drive.
After weathering the storm, Rovers could have taken the lead on 84 minutes when Sercombe pounced on a Roberts miss-kick but man-of-the-match Jon Guthrie made a superb last-ditch block.
It was the visitors who went closest to pinching the three points late on as Rory Gaffney hit an ambitious 30-yard half-volley just wide.
Team: Gillespie, Devlin, Guthrie, K Roberts, Leahy, Chambers, Edwards, Ismail, Oztumer, Morris, Agyei (Jackson 63’).
Subs not used: Ganley, Donnellan, Kinsella, Flanagan, Kouhyar, Candlin.
Attendance: 5,759 (1,103).