The Seagulls, who had won their last eight matches, made a flying start to Saturday's League One clash and Chris Wood wasted a great chance in the third minute, firing wide with just goalkeeper Owain Fon Williams to beat, before Glenn Murray and Inigo Calderon were both denied by goalline clearances.
But Rochdale posed enough of a threat to keep Gus Poyet's men on their toes at the back and they snatched the lead after 21 minutes when Robbie Williams' free kick struck a post and Will Atkinson side-footed home the rebound.
Brighton levelled soon after when Craig Dawson fouled Murray in the area, Wood making up for his early miss by converting the spot-kick.
Gary Dicker gave Brighton the lead when he met Elliott Bennett's cross with a thumping header five minutes into the second half.
But the hosts levelled after 70 minutes when O'Grady was pulled back in the area by Tommy Elphick and referee David Webb awarded another penalty. Jones sent Ankergren the wrong way with his spot-kick to notch his 19th goal of the season.