In a game of little goalmouth action, Leeds were the stronger outfit - no surprise considering they are well ahead of Oldham in the League One table.
Grayson said: "It is always difficult against Oldham and the conditions didn't help but we got the result we deserved.
"We battled and scrapped when we needed to and we played decent football when we could so I have to be very pleased. It was a professional performance because we were in charge for long periods of the game and our keeper did not have many saves to make.
"Going in front was very important and I am pleased with the way it came because we encourage the players to shoot from outside the box. After that we limited Oldham to very few chances and did a proper job defensively."