Danny Whitaker and Chris Holroyd scored in the first half for the hosts.
The first effort of the game came from Cannon who fired well over from the edge of the area, before Macclesfield goalkeeper Craig Ross almost had a moment to forget as the ball snuck under his foot, but he raced back in time to clear from off the line.
The home side looked threatening from set pieces early on, with George Pilkington and John McCombe heading wide from Ollie Norburn corners.
Bunney had the ball back in the net for Dale after fifteen minutes, but the flag had already gone up against Henderson who squared the ball.
Macclesfield took the lead two minutes later through Whitaker. He was found by a Jack Mackreth through ball, and the midfielder slotted home calmly.
Dale were on the front foot more often than not but couldn’t create many clear openings. A good piece of build-up play saw McNulty pull the back towards Bunney, but the forward couldn’t connect on the edge of the six yard box.
The home side doubled their lead eight minutes before the break through striker Holroyd. Norburn crossed from the right and the Macclesfield number nine got the slightest of touches at the near post to guide it past Thompson.
The Silkmen almost made it three before the break when Chris Sutherland had a stooping header blocked six yards out. Holroyd was then denied a second by the offside flag, when he turned Kingsley James’ header into the back of the net.
McNulty tested Ross just before the break with a quick effort from inside the area after breaking forward from full-back, but Dale trailed by two going into the break when there was eleven changes for Keith Hill’s side.
One of those that started the second half, Reuben Noble-Lazarus, had a number of efforts on the Macclesfield goal. He forced Ross into a low save to his left from distance, before sending a dipping volley just over the crossbar.
Midway through the half he then hit a fizzing free-kick which flew just wide of the goalkeeper’s left post
There wasn’t much action at either end of the pitch as the game entered its final stages. New loan signing Sanmi Odelusi got a runout in the second half, and he had a shot saved by Ross with a few minutes remaining, in what was the last meaningful action of a friendly that ended in a 2-0 defeat for Dale.
Dale First Half XI: Thompson (trialist), Rafferty, McGahey, Canavan, McNulty, Cannon, Camps, McDermott, Bunney, Mendez-Laing, Henderson.
Dale Second Half XI: Dieng (trialist), Humphreys, Barry-Murphy, Hollins, Tanser, Morley, Rathbone, Noble-Lazarus, Odelusi, Andrew, Trialist.
Macclesfield Town: Ross, Halls, Fitzpatrick, Pilkington, McCombe, Mackreth, Holroyd, James, Sutherland, Whittaker, Norburn. Subs: Branagan, Byrne, Rowe, Cowan, O’Connor, Faulkner, Souley.