 Jones celebrates with team-mates after putting Grimsby ahead |
Gary Jones scored the only goal as Grimsby took control of their play-off tie after the first leg. Grimsby, who finished 12 points ahead of Lincoln in the league, scored when Jones converted Curtis Woodhouse's cross with his right foot.
Lincoln had two goals ruled out, one for a foul and the other for offside, while Grimsby keeper Steve Mildenhall saved from Jeff Hughes and Lee Beevers.
Paul Bolland hit the woodwork for Grimsby and Scott Kerr for the Imps.
Kerr's effort was virtually the last kick of the game and came after Tom Newey had cleared off the line from Nat Brown.
Lincoln went into the game unbeaten in their final six games of the league season and were on top when Jones struck for Grimsby midway through the first half.
Keith Alexander's side continued to threaten after conceding - Hughes' free-kick and Beevers well-struck shot both bringing out the best of Mildenhall.
Marvin Robinson headed just wide on the stroke of half-time and Bolland rattled the top of the bar soon after the restart.
Lincoln defender Gary Cohen made a crucial deflection to prevent Andy Parkinson from doubling Grimsby's advantage - but it was the home team creating the bulk of the openings.
Francis Green shot just wide and Hughes shot across the face of goal before Grimsby cleared.
And the chances continued until the very end - Andy Parkinson shooting narrowly wide for the Mariners and Kerr hitting the woodwork for the Imps.
Lincoln manager Keith Alexander:
"I was quite pleased with our performance. We had a lot of the all and had one or two chances and it has not been our day. "We had the better chances all game, we were on top and they were hanging on. We hit the bar and post and they had one effort. We should have done much better.
"It will be a difficult game going there one down. But we can afford to go and attack and that is what we will do. They will be delighted coming away with a 1-0 win but we put them under pressure all game."
Grimsby boss Russell Slade:
"There is still a lot of football to be played. We probably surprised them by settling quicker. We tried to get the ball down. "It became scrappy at times, Lincoln began to put us under pressure particularly from corners and long throws but I thought we defended resolutely throughout.
"They will play three up front and bombard us and make life difficult for us (in the second leg). I didn't come here to sit back, I came with a 4--4-2 and I've come to try to win a match and it will be no different when we are home."
Lincoln City: Marriott, McAuley, Morgan, McCombe, Hughes, Beevers (Frecklington 60), Kerr, Brown, Marvin Robinson (Birch 76), Forrester, Green (Yeo 60). Subs Not Used: Mayo, Cryan.
Booked: Marvin Robinson.
Grimsby: Mildenhall, McDermott (Croft 18), Futcher, Whittle, Newey, Cohen (Reddy 68), Bolland, Woodhouse, Parkinson, Gary Jones, Mendes (Toner 78). Subs Not Used: Kamudimba, Goodfellow.
Booked: Woodhouse, Cohen, Futcher.
Goals: Gary Jones 22.
Att: 8,037.
Ref: L Mason (Lancashire).