Kembali
Having been outplayed for most of the first half on Monday night, the Saddlers went 2-0 down before coming alive with two goals in eight second-half minutes to level.
Walsall were then stunned to concede again just 71 seconds later - and a fourth Salford goal followed to bring to an end this season's only remaining unbeaten record in the top four divisions.
Grant's men now have three straight away games, at Colchester in the league on Saturday, then at Newport County in the FA Cup first round before they face Leicester City in the EFL Trophy before the sixth-placed Saddlers return to Bescot to host second-placed Barnet on Saturday, 14 November.
"There are lessons to be learned," Grant told BBC Radio WM. "Salford are the best in the league, that's clear.
"Actually that's probably unfair to judge as we've not played the rest of the league yet - but they are certainly the best team we have played."
What Grant now wants to see is a bit more of the Walsall which shook Salford with those two goals after the break - although one did actually come directly from an error by former Saddlers defender Dan Scarr.
"There were two versions of us," said Grant. "The one that didn't play with enough personality, confidence or belief for the majority of the first half. And the version of us that, at 2-0 down, decides to have a swing at the game.
"We know we can create big moments, deliver top crosses and score goals and we saw a lot more of that in the second half. But, overall, we didn't show enough belief and confidence.
"We didn't approach the game with the mentality that we were ready to go and attack it. But, strangely, we will believe in ourselves a little bit more having had good opportunities. You have to be consistent in that though."