Cardiff 0 Walsall 1
Peter Thorne was guilty of missing several chances for the home side, and Neil Emblen punished the striker's wastefulness with the only goal of the game.
Darren Wrack had spurned a glorious chance to give his side the lead in the first half that saw Cardiff fail to spark in front of the Ninian Park crowd.
The Walsall man should have done far better with a close range header, but saw his effort well stopped by Martyn Margetson.
Emblen had also been unlucky to see an effort cleared off the line by Tony Vidmar, before Cardiff finally showed some signs of life.
Thorne had the best chance for the home side, latching onto a fine Richard Langley cross, but directing his header narrowly wide.
The decider was a scrappy effort when it eventually came, Emblen scrambling the ball over the line from a couple of yards out after Simon Osborn had done well to head into his path.
Cardiff threw everything at Walsall in the closing stages, but could not grab an equaliser - and the Welsh side's disappointing form at home continues.