Despite controlling just 40 per cent of possession and mustering only five shots to The Terriers 16, their defensive resilience will give manager Brian Barry-Murphy plenty of confidence heading into another test against higher league opposition, and a former club of his where he made 58 appearances between 2003-04.
Sheffield Wednesday meanwhile, made hard work of their first round tie against another League One side, Walsall. Penalties were needed to separate the sides, but The Owls held their nerve with four cooly taken spot-kicks from Barry Bannan, Josh Windass, Kadeem Harris and Izzy Brown.
Jordan Rhodes and Windass will be hoping to retain their places up top after goals at the weekend but changes could be a plenty from Garry Monk who must keep his few attacking options fresh.
Kwadwo Baah may start for the hosts after impressing as a second half substitute in Dales opening day defeat to Swindon Town in which he set up Jimmy Keohane's consolation goal.
Meanwhile, Elias Kachunga could be called in to make his first start for Wednesday up front. Also, Fisayo Dele-Bashiru may return to the engine room after performing well against Walsall in the previous round.
While centre-back Chey Dunkley edges closer to full fitness, fellow defender Osaze Orughide is back in full training but both may need under 23's football before being included in the first team squad according to Monk.
Julian Börner missed out against Cardiff due to illness and could feature this time out.
Youngster's such as Liam Shaw and Alex Hunt could also be drafted into the side if Monk wishes to keep his key players fresh for Saturday's Championship fixture against Watford.
Rochdale: Bazunu; McLaughlin, O'Connell, McShane, Keohane; Morley, Lund, Rathbone, Baah; Done, Newby
Sheffield Wednesday: Wildsmith; Lees, Iorfa, Van Aken; Odubajo, Dele-Bashiru, Bannan, Brown, Penney; Rhodes, Kachunga
Ones to watch
After impressing against Swindon, Kwadwo Baah could prove dangerous down Rochdale's left or right hand side, whichever he is deployed on. With a background of street football in London he's a raw talent but one with lots of potential to excite. Barry-Murphy knows he needs to treat the 17-year-old's development with care but he is a very exciting prospect.
If Izzy Brown continues his run in the side then he is someone Rochdale need to be keeping a close eye on, since signing on loan from Chelsea he's looked a real threat playing just behind the strikers and was on hand to assist Josh Windass after just four minutes against Cardiff.
The last time the sides met was back in January 2014 when Rochdale welcomed Wednesday to Spotland in the FA Cup fourth round, just the seventh time the pair had ever clashed. The Owls took the lead in the 51st minute through Joe Mattock and USA international Oguchi Onyewu doubled their lead six minutes later with what would prove to be his only goal in Wednesday colours. Michael Rose then hit back for Rochdale on the hour mark before Mattock received his marching orders on 64' to end an action packed 13 minutes. After the game Stuart Gray was confirmed as permanent manager of The Owls.
Where to watch and Kick-off time
Match passes can be purchased for IFollow coverage from respective club websites and kick-off is at 7:45PM.