It was a case of frustration for the Iron, as they were beaten 1-0 by an in-form Walsall side at Glanford Park on Tuesday night.
Rico Henry got the winner for the Saddlers midway through the first half.
There were two changes from Saturday's defeat at Southend, as Scott Wiseman returned in place of Jordan Clarke at right-back and Kevin van Veen took the place of Tom Hopper.
The rest of the eleven was unchanged. Luke Daniels remained the man between the sticks, while skipper Jack King and Murray Wallace continued their central defensive partnership, with Scott Laird occupying the left-back spot once more.
It was as you were in the heart of the midfield, with Jamie Ness and Neal Bishop staying put.
Saturday's goalscorer Gary McSheffrey kept his place on the left flank, as did new loan signing Joe Lolley, who started on the right once more.
Paddy Madden was the lone frontman, with the returning van Veen providing support to the Irishman.
The Iron started the game in a positive fashion. Dutchman van Veen was the first to strike for goal, inside of three minutes. However, despite some nice build up play prior to the effort, the attacker's shot was too high to be any trouble for Saddlers 'keeper Neil Etheridge.
Mark Robins' side were moving the ball well in the opening quarter of the game, and it almost reaped rewards when Lolley was slipped in, but the diminutive winger could only place his attempt straight at Etheridge.
Walsall were next to come close. Winger Henry and Andy Taylor worked the ball out of a tight area on the left flank, which then allowed Sam Mantom to try his luck from 20 yards. In spite of the sweet connection the midfielder got, the effort was straight down Daniels' throat.
The visitors continued to apply the pressure, and they nearly took the lead in the 22nd minute through a back post Jordan Cook header, which Daniels tipped around the post for a corner. From that resulting corner Cook's strike-partner Tom Bradshaw glanced a header wide from close range.
Soon after though, Dean Smith's men stamped their authority on the game with a goal from academy graduate Henry. The youngster was put clean through, and after seeing his team-mates denied previously, he made no mistake and slotted the ball past Daniels and into the far corner.
United were keen to respond quickly, and nearly did so through van Veen. The Dutchman hit a dangerous-looking shot from the edge of the area in the 33rd minute, but Etheridge showed good reactions to get down well at his right hand post.
Despite promising signs towards the end of the half, the visitors saw out proceedings to go in with a one goal advantage.
Just like in the first half, the Iron started brightly. Bishop showed tremendous work rate to win a corner and from that it was the midfielder who drove the ball across the box, but Wallace could only stab his effort over the crossbar.
A golden opportunity came soon after for Madden. The Irishman was all alone in the box when McSheffrey's cross found its way through but, in the attacker's defence, Adam Chambers' slip may have come as a surprise beforehand - which resulted in Madden failing to make any significant contact with the ball.
The visitors from the Midlands continued to frustrate United, and manager Robins opted to change things with around 20 minutes to go, as the Iron pushed for an equalizer, with Kyle Wootton replacing van Veen.
As the clock ticked towards full-time, Robins' side struggled to create any chances which were of real quality. If anything, the Saddlers could have extended their advantage, and they nearly did so in the 88th minute, as full-back Taylor curled a free-kick just over Daniels' goal.
Henry, who put Walsall ahead in the opening period, could have and should sealed things in added time. But he couldn't repeat his first half finish, as he fired wide from just inside the area.
Shortly after, referee Paul Tierney brought an end to the game. A game which the Iron will look back on and feel they should have possibly threatened more in.
Scunthorpe United:Daniels, Wiseman, King, Wallace, Laird, Bishop, Ness (McAllister 46), Lolley (Adelakun 78), van Veen (Wootton 69), McSheffrey, Madden.
Substitutes not used: Anyon, Syers, Hopper, Clarke.
Walsall: Etheridge, Demetriou, Taylor, O'Connor, Downing, Chambers, Mantom, Bradshaw, Sawyers, Henry, Cook (Flanagan 75).
Substitutes not used: MacGillivray, Baxendale, Forde, Lalkovic, Preston, Morris.
Attendance: 2,595 (188 away).