Chances were limited in this game with the best falling to James Wilson in the first half for Latics but he headed wide from six yards.
Goalkeeper David Cornell was called into action in the second half but he denied Nathaniel Mendez Laing with a good save.
That result meant Latics extended their unbeaten run to three games in Sky Bet League One.
David Dunn named an unchanged line up to the side that beat Swindon Town on Tuesday night with Brian Wilson retaining his place at the heart of the defence.
It was a quiet opening to the game with both sides feeling their way into a hostile atmosphere.
With 12 minutes on the clock, Latics had a shout for a penalty kick, as Jay Fulton knocked it past Josh Lillis and fell to the ground but the referee was unmoved.
Five minutes later, however, Rochdale had their best opportunity of the half.
Full back Andy Cannon found himself behind the defence, he crossed into the centre for former Latics front man Lewis Alessandra but he skied it from six yards.
Latics needed a response and that chance seemed to kick us into life.
Midway through the half, centre half B.Wilson met a free kick from Danny Lafferty into the box but he could not get a clean connection on the ball and it went wide.
Two minutes later and Latics went close again. Mike Jones’ cross found the outstretched leg of Michael Higdon at the back post but the striker could not get his shot on target.
Latics were knocking on the door of the first goal and just before the half hour mark, Fulton’s cross caused the Rochdale defence all sorts of problems but the managed to put the ball behind for a corner.
With 10 minutes of the first half remaining, Latics had their best chance of the half and should have taken the lead.
James Wilson rose highest from Jones’ free kick into the box and he headed wide from 10 yards.
Again, Latics had to be wary of the counter attack and they were almost caught with seven minutes of the first half left.
Jamie Allen’s corner found the head of Ian Henderson but out of nowhere, David Cornell tipped the ball onto the post and Latics managed to clear.
However, from that resulting clearance, Liam Kelly gave away a free kick on the edge of the box which Matthew Lund struck over the crossbar.
Athletic were forced into a change before the half time break as Jones hobbled off with what looked a foot injury and he was replaced by Dominic Poleon.
Early into the second half, Henderson failed to trouble Cornell from 35 yards whilst at the other end, Danny Philliskirk volleyed well wide from the edge of the box.
As the rain started to pour, the chances started to dry up for both sides.
Both Jim McNulty and Cannon received bookings for Rochdale as the referee stamped his authority on the game.
Cannon then had a chance on the hour mark but his shot rocketed over the crossbar from the edge of the box.
With less than 20 minutes remaining, Cornell produced a great save to keep the scores level. Substitute Mendez-Laing beat the offside trap but could not beat Cornell from 10 yards.
It was a game that was not living up to its pre-match expectations, however it was a controlled performance from Latics.
Carl Winchester’s creativity showed no bounds on 75 minutes as he skinned Henderson with a piece of trickery which would not look out of sorts in the Premier League.
Dunn shuffled the pack and put two in attack with Poleon partnering Higdon and the two caused a nuisance in the final 10 minutes.
A succession of corners for Latics were cleared by Rochdale and a foul by Higdon at the back post relieved pressure for Rochdale.
Deep into additional time, substitute Mark Yeates struck from 35 yards but it sailed over the bar and the game ended goalless.
Rochdale: Lillis, McNulty, Lancashire, Vincenti (Mendez-Laing 57’), Lund, Alessandra (Andrew 57’), Tanser, Allen (McDermott 84’), Cannon, Camps, Henderson.
Subs not used: Eastham, Kennedy, Bunney, Castro Pereira.
Oldham Athletic: Cornell, Dummigan, J.Wilson, B.Wilson, Lafferty (Eckersley 63’), Kelly, Jones (Poleon 43’), Winchester, Fulton (Yeates 73’), Philliskirk, Higdon.
Subs not used: Coleman, Dieng, Croft, Fuller.
Goals: Rochdale 0-0 Oldham Athletic