Nicky Adams' late winner lifted Rochdale out of the relegation zone as Preston's poor league run continued.
Dale's Gary Jones had a penalty saved by Thorsten Stuckmann after Conor McLaughlin had fouled Harry Bunn.
Preston, who have now failed to win in their last eight league matches, should have scored but Neil Mellor hit the woodwork from only three yards out.
That miss proved costly as Adams tapped in a rebound after Stuckmann had saved an earlier effort from Andrew Tutte.
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Rochdale manager Steve Eyre told BBC Radio Manchester:
"Winning sends you through the roof temporarily but what we've got to do is keep our feet on the floor and go again.
"I'm equally pleased with the clean sheet, as well as the goal and I've just said to the players I thought they were brilliant.
"Winning is intoxicating and you want more of it, but we were never too disheartened from the way we were playing."