A young Saddlers reserve side conceded late on as they lost against their Rotherham United counterparts 2-1 at Roundwood.
Striker Moussa Diouf scored in the 83rd minute to win the game for the Millers, this after Joe Cairns had cancelled out a Jerry Yates opener.
It was Walsall who started the brighter when Jacob Mellon went through one-on-one with Laurence Bilboe but he could only fire wide of the posts.
Rotherham responded well when Deegan Atherton met a Ben Wiles corner but Brandon Ganley made a comfortable save.
But two minutes later, the Millers opened the scoring, Yates lifted a ball over the top before finishing well by finding the far corner.
Six minutes after the hosts had taken the lead, the Saddlers responded and it was a smart finish from Cairns on the angle.
Bilboe made an excellent save to deny Cairns after a decent ball from Tyreece Ruddock.
After the save from Bilboe, the action was very limited until the final minutes of the half and it was Reece McGinley who had two chances to score.
First he had a tame effort which was saved by Ganley before he saw a left footed effort also saved by the Walsall keeper.
Half-Time: Rotherham United 1-1 Saddlers
After the restart it was the hosts who started brighter, Tom Maguire had an effort on goal, but his strike saw a comfortable save by Ganley in the visitors' goal.
Ruddock had the Saddlers' first effort after the break as his strike took a deflection over the bar, before some good work from Cairns almost put Walsall into the lead but his effort went over the top.
Cairns went close again moments later and he saw a header hit the upright at the back post, before Daniel O'Sullivan's free-kick was a wasted opportunity.
Sam Martin then had effort from 20-yards and his volley went just wide of the target, but seconds later Rotherham found the winner.
Ganley and Stef Mason collided as they tried to deal with McGinley's cross and Doug was on hand to hit home for the Millers.
Martin was denied in stoppage time by a good save from Ganley as the hosts tried to make the win safe.
Full-Time: Rotherham United 2-1 Walsall
Rotherham: Bilboe, Carlton, Johnson, Osborne, Atherton, Southern-Cooper, McGinley, Wiles, James, Yates, Maguire.
Subs: McMahon, Martin, Lewthwaite, Diouf.
Walsall: Ganley, Mason, Shergill, Petrovics, Kendrick, Ruddock, O'Sullivan, Mellon, Moss, Cairns.
Subs: McSkeane, Rogerson, Willis.