Sharks flanker Magnus Lund scored the only try of the game, while fly-half Charlie Hodgson added 11 points with the boot.
Hodgson, in his fourth game back from a long-term knee injury that dashed his World Cup hopes, slotted two drop-goals and a penalty for 9-0 at half-time.
Lund scored on 53 minutes as Wasps woeful start to the season continued.
Sale director of rugby Philippe Saint-Andre:
"We should have had a bonus point but we were in control for the 80 minutes. "We worked so hard in the forwards and we created a lot as well.
"It was a very good team performance. Charlie got winded early on but we again showed signs that he is getting back to his best."
Sale: Foden; Seveali'i, Keil, Thomas, Ripol; Hodgson, Wigglesworth; Faure, Briggs, Turner, Schofield, Cox, C Jones, M Lund, Bonner Evans.
Replacements: M Jones, Evans, Day, D Tait, Martens, Bell, Mayor.
Wasps: Cipriani; Doherty, Waters, Flutey, Voyce; Walder, Reddan; Payne, Ward, Barnard, Birkett, Skivington, Leo, Haskell, Hart (capt).
Replacements: Webber, Holford, Corker, Ellis, Amor, Hoadley, Van Gisbergen.
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