A brilliant one-handed save from Rochdale keeper Josh Lillis ensured the points were shared in this chilly contest.
Cheltenham defender Keith Lowe got on the end of a Billy Jones free-kickmidway through the second half only to see his close range effort superbly kept out.
The first period had been dominated by the visitors with Jason Kennedy and Ashley Grims putting efforts just the wrong side of the target.
Cheltenham keeper Scott Brown was forced into action to push a Bobby Grant effort over the bar on 17 minutes before Grimes was denied by a crunching tackle from home skipper Russ Penn.
With the gale force wind at their backs after the break, Cheltenham had more of the ball with Sido Jombati and Marlon Pack having half chances.
But Lowe posed the biggest threat, with his close-range effort being followed by a shot from the edge of the area that was deflected just wide of the post.
For Dale, skipper Peter Cavanagh let fly with a long-range shot that zipped wide.