The Silkmen have played several of the top clubs so far this season and have only two points to their name. But if they continue to show this flair and determination then they will soon start to climb the League Two table.
In the early stages the prowess of striker Matty McNeil in the air gave the visitors a distinct edge and in the 31st minute they went close to scoring. McNeil headed down a corner from Matt Tipton and skipper Dave Morley was presented with a great opportunity only to scoop the ball over.
However Hector Sam picked just the right moment to score his first goal of the season for under pressure Walsall in the 38th minute. He was put clear by a fine pass from Mark Wright and raced away to beat keeper Tommy Lee with a good low shot into the far corner.
But even after that the Silkmen were the better side and, in the 41st minute, a good run and cross by Tipton almost set up Jamie Tolley, but the ball went just behind him.
Macclesfield applied the pressure after the interval as Tolley had a low shot saved by keeper Clayton Ince and Danny Swailes saw a header go narrowly over from a corner by Tipton.
It was an entertaining match in which Walsall striker Martin Butler fired just wide at the far post from a pass by Danny Fox in the 53rd minute.
The Silkmen replied with yet another header down from McNeil, finding the dangerous Spencer Weir-Daley who clipped the shot just off target.
The visitors fought hard, although Jordan Hadfield almost sliced the ball into his own net from a 62nd-minute cross by Wright.
Weir-Daley then set up Tully in the 65th minute, but yet another effort failed to find the target, while in the 70th minute Ince saved well from Weir-Daley, who had been set up by yet another header from McNeil.
The Silkmen were thought they had grabbed a dramatic equaliser in the 84th minute when a strong drive from Morley looked bound for the top corner, but Ince pulled off an unbelievable save throwing himself to his right.
In the closing stages Walsall manager Richard Money brought on defender Scott Dann in an attacking role and the youngster obliged in the 89th minute with the goal that sealed Walsall's victory following a cross by Butler.