A home Worthington Cup tie against lower division Chesterfield gave them the opportunity to get their season going but sadly it only presented them with more problems.
Against a lively and committed Chesterfield side they held on into extra time but with only a minute of the extra 30 minutes gone the Spireites carved out a goal their performance deserved.
Teenager Garerth Davies crossed from the left and substitute Mark Allott, who had replaced David Reeves in the 63rd minute, had time and space to plant a downward header beyond keeper Danny Coyne and into the bottom corner of the net.
The goal had been threatening for a long time with Chesterfield twice hitting the woodwork although Grimsby midfielder Alan Pouton was unlucky to be denied by the bar when his lob beat everyone but the woodwork.
Grimsby threatened only once after going behind and that was in the final minute of extra time.
The 18-year-old substitute Danny Mansaram, who was making his debut, headed inches wide at the near post.
Grimsby are looking totally devoid of ideas in front of goal and obviously confidence is at a low ebb but mid-table Chesterfield can look forward to a promising season if they can maintain this sort of form in the league.
In contrast Grimsby go to Coventry on Saturday and then face a trip to Sheffield United.