Walsall slipped to their third defeat in a row, courtesy of Chris Taylor's strike for Oldham.
Taylor fired the Latics ahead when his shot from Reuben Reid's cross was deflected into the Walsall net by Andy Butler.
The home side made little impression on the first half as Reid missed two chances to put Oldham further ahead.
Alex Nicholls wasted Walsall's best chance, shooting over from Adam Chambers' cross.
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Oldham Athletic manager Paul Dickov told BBC Radio Manchester:
"Delighted with the players as to come away from home anytime and keep a clean sheet and win the game is fantastic.
"It's a young team that have recently been put together and if they boys keep performing like they did tonight, I'll be happy.
"By no means was that performance perfect, but it's a starting point and if we defend like that we'll have a chance of winning games."