An early mistake by Walsall goalkeeper Clayton Ince handed Yeovil a 1-0 win and all three points at the Banks's Stadium.
The Trinidad & Tobago international dropped a long through-ball from Gavin Tomlin after five minutes and Sam Williams, who was on the ground, managed to slide the ball into the empty net.
It ended Yeovil's run of three defeats without a goal and Walsall's two-match winning sequence.
The Saddlers huffed and puffed on the heavy surface, which had a light covering of snow, but could not penetrate a sound Glovers defence.
Walsall's best chance came in the 54th minute when Troy Deeney set up Alex Nicholls, but the winger hammered the ball wide.
Yeovil could have added to their lead on the break but Ince saved from Dean Bowditch two minutes later and then Williams in the 81st. Nicholls hit another effort off target in the final minute.