There was further frustration for Latics at the Bescot Stadium as they conceded in either half to suffer defeat against Walsall.
On his first League Two start of the season, Will Sutton put Oldham ahead only hours after being recalled from loan, but the evening soon turned into one of disappointment, as goals from Emmanuel Osadebe and Connor Wilkinson consigned the visitors to defeat.
In truth, Latics could have no complaints about the result. While there were moments to encourage the 566 travelling fans, the home side were superior for large parts of the game and carried a threat throughout.
With Harrison McGahey joining the lengthening injury list and Jordan Clarke suspended, Sheridan was not only prompted to make four changes to the line-up from the late defeat at Swindon but also opted for a new shape, Sutton joining Carl Piergianni and Sam Hart as part of a three-man central defence.
Sutton put Latics in front on 21 minutes, nudging the ball home amid a goalmouth scramble from Nicky Adams’ right-wing corner.
Despite the goal, Latics had found themselves on the back foot most of the opening exchanges, Danny Rogers parrying a long-range drive from Joss Labadie before George Miller fired an angled shot wide.
Once ahead, Latics almost extended their advantage in spectacular fashion, Davis Keillor-Dunn spotting Carl Rushworth off his goal-line after receiving the ball just inside the Walsall half. The Oldham striker took a touch before showing the audacity to go for goal with brilliant lofted effort, only for the ball to narrowly clear the bar and land on top of the netting.
Sadly, that was as good as it would get and the lead was short-lived, Osadebe advancing down the Walsall left before dispatching a powerful angled drive across the outstretched Rogers and into the bottom right-hand corner.
The first half was entertainingly open, Dylan Fage breaking down the flank before cutting the ball back to Christopher Missilou, who did well to adjust himself on the edge of the area but his shot was always rising.
Yet Walsall’s offensive quality meant they always carried a threat, Rogers claiming an overhead kick from Wilkinson shortly before half-time while Labadie also headed wide.
Osadebe was the home side’s biggest danger and within minutes of the re-start, Rogers was called into action again, demonstrating his agility at the near post to deny the striker after neat footwork on the byline.
With chances for Miller and substitute Devante Rodney, Walsall continued to create regular trouble for Latics.
The visitors went close themselves when Missilou engineered a pocket of space on the edge of the area but his low effort was touched wide by Rushworth.
But the home side translated their superiority into victory 17 minutes from time, Osadebe this time the provider as he played a pass into Wilkinson, who slid in to send the ball past Rogers as Latics were left to reflect on another night of disappointment.
Oldham Athletic: Rogers, Hart, Piergianni, Adams, Hope (Hopcutt 78), Keillor-Dunn, Fage, Hunt (Whelan 86), Millilou, Sutton, Vaughan (Bahamboula 53).
Subs not used: Leutwiler, Stobbs, Diarra, Couto.
Walsall: Rushworth, White, Labadie (Kiernan 69), Daniels, Monthe, Kinsella, Wilkinson, Osadebe, Miller (Rodney 59), Earing (Perry 88), Shade.
Subs not used: Rose, Ward, Leak, Menayese.
Referee: Ollie Yates
Attendance: 4,339 (566 away).