This was as embarrassing a defeat as they come as Bradford City played with ten men for 78 minutes after central defender Matt Clarke was sent off for a professional foul.
But they already led from the seventh minute when the Omar Daley cut in and fired a terrific shot into the top corner.
He was taken off midway through the half to bring on defender Tom Clarke, who was making his debut on loan from Huddersfield.
The Mariners must have thought they had a reasonable chance until their former striker Michael Boulding turned the screw on 32 minutes with a second goal for the visitors.
Grimsby never really threatened up to half-time but they came out fighting at the start of the second half and they had two or three decent chances in the opening minutes to get back into the game.
But Bradford rode their luck and with their first attack of the half on 58 minutes they put the game beyond doubt when skipper and central defender Graeme Lee headed in number three from a Paul McLaren corner.
Grimsby did eventually pull a goal back from a corner which was scrambled over the line by midfielder Liam Trotter on 65 minutes, but the game tailed away after this and Bradford held out comfortably.
As Bradford returned to wining ways, Grimsby's plight gets ever more serious and, after three draws under new boss Mike Newell, this was his first reverse.
The Mariners now travel to Dagenham in midweek before another home game against Darlington so it's unlikely to get any easier.