A first half goal-fest at The Coral Windows Stadium resulted in Rochdale putting four past Matt Duke and giving themselves a comfortable two goal lead going into the interval.
A major second half fight back from The Bantams never seemed to happen and John Coleman's men headed back to Lancashire as one of only three teams to beat City on their own turf this season.
Andrew Tutte tried an audacious attempt to beat Matt Duke from long range within the first couple of minutes. A long clearance fell to Tutte and with Duke a few yards off his line, he attempted a shot that dropped narrowly over the bar.
Rochdale did take the lead inside the 6th minute; Bobby Grant's incisive through ball allowed Terry Gornell to race through and his powerful drilled shot beat Duke at his near post to stun The Bantams.
Alan Connell came close to equalising shortly after when he met Janes Meredith's long throw-in; his first attempt was blocked but his second looped over Josh Lillis and skimmed off the crossbar
City were awarded a penalty kick and a route back into the game when Connell was recklessly bundled over by Ryan Edwards as he looked to get to the loose ball following Kyel Reid's deflected cross. Josh Lillis guessed the right way with Connell's spot kick but it was too far into the bottom corner for him to get to.
The Bantams were level for less than 10 minutes as the visitors went ahead once more; Jason Kennedy's run carved City open and he fed the ball to Andrew Tutte who raced into the area and fired a low shot past Matt Duke.
Five minutes later John Coleman's men doubled their advantage. Bobby Grant's deep corner was headed back across goal at the back post and the loose ball was volleyed in from close range by Ashley Grimes following some very slack marking.
City were back in the game soon after; James Meredith received a pass to burst into the area and his low cross was handled by Phil Edwards and another penalty kick was awarded. Alan Connell made no mistake once more as he emphatically tucked the ball away from 12 yards.
Dale restored their two goal cushion in bizarre fashion in what was turning out to he a topsy turvy contest. Bobby Grant's cross from the right hand side was met by Terry Gornell as he out jumped two City defenders to loop a header over Matt Duke and into the back of the net.
Into the second half and City were to have to pull off something special to get back into a game that Rochdale looked far too comfortable in.
Arguably City's best player on the day, Alan Connell came close to heading his side to within one goal of the visitors; Kyel Reid produced a cross that was headed narrowly wide at the near post. The chance was almost a carbon copy of the one that Connell tucked away 3 days earlier against Accrington Stanley.
Seconds later, Bobby Grant came close to getting himself on the scoresheet when he floated inside from the right hand side to hammer a low shot marginally wide of the target
Substitute Ross Hannah came close to scoring when his low freekick from just outside the area was deflected narrowly wide.
On for a hat-trick, Alan Connell linked up with Kyel Reid once again late on as he glanced his cross wide of the mark. This half chance was the last of note in an afternoon Phil Parkinson and his men will want to forget and put behind them as they move into the new year.