Richard Money's men were on the back foot for much of the game and were kept in it by a stunning late save from debutant keeper Bertrand Bossu.
Chester's Jamie Hand took advantage of the strong wind behind him with a rasping shot which stung the palms of Walsall's French keeper Bossu in the eighth minute.
Tony Bedeau came within inches of opening the scoring for Walsall in the 11th minute when he headed narrowly wide from Kris Taylor's fine left wing cross.
Bossu was called into action again in the 18th minute to make a good save from a Jon Walters shot as Chester began well.
The fierce wind was having a real effect on the game, with Walsall struggling to get the ball out of their own half and many of Chester's moves ending with the ball fizzing out for a goal kick.
Walters should have done better shortly before the half hour mark when he cut inside but his shot was again straight at Bossu who made a comfortable save.
Chester skipper Stephen Vaughan limped off five minutes before the break to be replaced by Drewe Broughton, who put the ball into the net with his first touch but the goal was ruled out for offside.
With the wind at their backs in the second half Walsall pressed hard for the opening goal, but were reduced to long range strikes from Kris Taylor and Dean Keates which were dealt with a little uncertainly by John Danby in the Chester goal.
There was little to choose between the teams in a closely fought second half. Chester probably had the better of the possession but Walsall always looked a threat.
Keates tried his luck again with a free kick from 35 yards out which whistled past the post with a worried Danby scrambling across his goal.
With 10 minutes left the best move of the match saw Jon Walters put an inviting ball across the face of the Walsall goal but strike partner Broughton just could not stretch his foot out far enough to put it into an unguarded net.
Chester had to wait until three minutes from the end for their best chance when Broughton's close range shot was palmed against the post from Bossu at full stretch before he then reacted sharply to touch over Dean Bennett's follow up.