It was a well merited win carved out by an 82nd minute goal from Jimmy McNulty which ended Macclesfield's miserable run of 19 games without a win.
As in the first tie, neither side were able to impress as an attacking unit and this was unfortunately reflected in a below-par tie before McNulty snatched a shock winner.
Earlier this week, Ince drafted in his former England colleague, Ian Wright, in an attempt to inject some positive attacking ideas and he was rewarded with Macclesfield's progress into the second round.
The former Arsenal marksman, who watched the tie from the stands, was, however, given ample proof of the Silkmen's limitations as an attacking unit but must have been pleased with the shock cup win.
They played with refreshing enthusiasm but rarely tested Walsall keeper Clayton Ince until the closing stages
Their best chances fell early in the game to McNulty and Kevin McIntyre which appeared to give Macclesfield some much needed confidence to stay in the tie.
Skipper Danny Swailes was Macc's defensive stalwart and did much to inspire his side to their shock success.
The ever-improving Scott Dann was Walsall's defensive star. He demonstrated his commanding presence when he took out Colin Heath as the Macclesfield player was closing in to shoot from close range.
Early in the second half Walsall suddenly found some attacking flair, but Tony Bedeau and Martin Butler appeared off the pace and Mark Wright emerged as the Saddlers dangerman.
But Macclesfield, with the tenacious Martin Bullock showing good form, turned the form book inside out when they snatched their late winner.
A free-kick from McIntyre was headed against the bar by Matty McNeil and McNulty was on hand to nudge home the vital winner to end Macclesfield's run without a win at the 20th attempt.
Goalkeeper Jon Brain was a late hero when he foiled Walsall following a last-ditch header from Dean Keates to give Town the win they fully deserved on the night.