Super sub Tom Newey fired home the winner 13 minutes from time as Orient recorded their first home victory since February.
But the O's made their fans sweat as they were left hanging on at the end as Rochdale came storming back in search of a point.
Orient had dominated the first half but only had a Lee Steele strike to show for their efforts.
While Rochdale, beaten 3-0 at home by Bury at the weekend, looked a completely different side in the second half as they twice hit the woodwork and also scored a leveller from Grant Holt who crashed in a spectacular strike from 25 yards following a poor clearance from Orient keeper Glen Morris.
It had all started so brightly for Orient's long suffering home fans as Martin Ling's side piled on the pressure in the first half.
Wayne Carlisle went close early on and then the winger clipped the bar with a dipping volley, as Orient pressed forward they created a catalogue of chances and over worked Rochdale keeper Neil Edwards pulled off a stunning save when he parried away Gary Alexander's header following Matt Lockwood's cross from the left.
The all important breakthrough came on 26 minutes when Alexander slotted Steele through the middle and his pace took him clear before firing past Edwards from 12 yards.
Michael Simpson almost added a second when his close-range header flew past a post and then Justin Miller set up another chance for Alexander, but again Edwards pulled off a stunning stop.
But in the second half the roles were reversed and after Daryl Burgess hit the bar with a header, Holt levelled and Rochdale almost took the lead when the unlucky Burgess sent another effort crashing against the woodwork.
But shortly afterwards Orient stole the lead when Newey, who had only been on the field for three minutes, scored with a crashing volley that flew across Edwards and into the bottom corner, after David Hunt had threaded the ball through.