Both sides played some entertaining football but defences won out with both backlines performing admirably.
After surviving a couple of scares in the first half, Rochdale came out and dominated the second but could never create a clear goalscoring opportunity.
Phil Smith in the Swindon goal dealt competently with anything that came his way.
In front of him, Andy Nicholas and Jerel Ifil always had the better of Dale strikers Louis Dodds and Chris Dagnall.
The only Rochdale player Swindon had difficulty in dealing with was Adam Rundle on the left-hand side but some of his superb low crosses could not be converted and Smith saved well at his near post when Rundle came inside to shoot.
The closest Rochdale came to a goal was in the first half when Alan Goodall dinked a half-cleared corner back to the far post and Simon Ramsden hit the upright with a header.
Earlier, Swindon made the better start to the game and almost caught the home side on their heels.
Sofiane Zaaboub stung the hands of Matthew Gilks from the edge of the box and from the resulting corner Barry Corr headed over the bar when it would have been easier to find the net.
For all of Dale's dominance in the second half it was the visitors who had the best chance to steal the points when Christian Roberts blazed over on the volley from inside the penalty area.