The first round of the Capital One Cup gave Ryan Edwards and Jordan Slew to play for their loan clubs.
Striker Slew wasted little time in making an impact for Oldham Athletic by netting within eight minutes against Sheffield Wednesday.
But although Paul Dickov's side lead 2-1 at the break, they would ultimately lose the tie 4-2 at Boundary Park.
There was similar disappointment for central defender Ryan Edwards. The former FA Youth Cup captain made his senior bow for Rochdale as they entertained Barnsley in the first round of the League Cup but they lost the tie 4-3 after extra time.
Edwards played the full match as Dale took Championship side Barnsley all the way.