Niall Ennis broke the deadlock after just three minutes. A CJ Hamilton ball into the box was met by a Grimsby player, but the block landed perfectly into the feet of the Blackpool forward - who sharply produced the finish from close-range.
Two chances quickly came Jamie Walker’s way in the search of an equaliser for the home side, with both being pushed away by Bailey Peacock-Farrell.
The second in particular was an impressive save by the Northern Ireland international - getting a strong hand on a fierce half-volley.
Back down the other end, there were chances for the Seasiders to double their lead.
A great run from Karoy Anderson saw the ball laid into the path of Hayden Coulson - who saw a curling effort pushed over the bar by the acrobatic Christy Pym.
Just before the break, there were some heroics from Peacock-Farrell to make another impressive save from close-range to maintain the Blackpool lead.
Following the restart, Josh Bowler came close to doubling the visitors’ advantage, hitting the crossbar after cutting in from the right.
It continued to be Peacock-Farrell who kept Grimsby frustrated, with another impressive reaction save keeping out a power strike from Cameron McJannet.
The Seasiders’ attacked back just moments after, but Ennis wasn’t as sharp in the box as he was during the first half, dragging an attempt wide after cutting inside.
From the resulting goal kick, Bowler was quick on the press to steal the ball, before slotting calmly past Pym.
After being stopped by Peacock-Farrell once, McJannet found himself frustrated again, seeing a header saved a point blank range.
A goal from Harvey Rodgers came in the 92nd minute, but proved too late for the home side to add another to take the game to penalties, with Blackpool instead re-extending their lead down the other end through substitute Kylian Kouassi moments after.
Here’s how the Seasiders performed:
1. How did the Seasiders perform?
Blackpool took on Grimsby Town at Blundell Park. Photo: Gareth Evans
2. Bailey Peacock-Farrell - 9
Bailey Peacock-Farrell made several stunning saves to maintain Blackpool's lead. A truly sensational performance - close to getting a 10. Photo: Gareth Evans
3. Jordan Williams - 7
Jordan Williams made his competitive Seasiders debut on the right side of a back three, and did a solid enough job. Photo: Gareth Evans
4. Olly Casey - 7
Olly Casey always steps up when asked to lead at the heart of defence, and was able to do that with a strong physical display. Photo: Gareth Evans
5. Zac Ashworth - 7
Zac Ashworth did well in several duels on the left side of the back three. Photo: Gareth Evans
6. Josh Bowler - 7.5
There were a couple of really good snippets from Josh Bowler down the right. Before bagging his goal with a well-timed press, he had already hit the crossbar. Photo: Gareth Evans