Earlier in the season they gained a bonus point away from home in this fixture, and set their sights on a five-point victory.
And things staretd well, Retford settling quickly, a try earned close to the line by Dan Fielding resulting in a Josh Nicklin try.
Grimsby replied in just six minutes, as a catch and drive helped them to level up the scores.
Back came Retford, Richard South throwing an outrageous dummy and wriggling free of a tackle to score, Stew Parkin converting.
The Grimsby number eight broke through for a converted try, making it 12-12 at the interval.
An horrendous start to the second half saw Grimsby score three times.
With 10 minutes left Retford rallied as Simon Phillips went over after a great run.
Heading for the line and with a four man overlap fly-half Parkin jinked inside for Retford’s fourth try and a bonus point.
Retford visit top of the table Kesteven on Saturday.
Men of the Match were South and Dave Howard.
The seconds beat Ashfield III 17-10 at home.