Dortmund had won the last six against their coach's previous employers, but they succumbed to a first defeat at the Coface Arena since Klopp's initial return in April 2010.
The visitors dominated Saturday's opening hour, before Jairo created the opener for Okazaki, the Japan striker scoring a sixth goal in seven games this season, in what was his 100th Bundesliga appearance.
And it was the latter who spurned the game's first meaningful opportunity after 13 minutes, the Colombia striker nodding Pierre-Emerick Aubameyang's right-wing cross wide from seven yards.
Shinji Kagawa's lost control at the vital moment after some spellbinding footwork and Mainz's own Shinji then threatened, Okazaki pouncing on a loose ball and stabbing the ball goalwards, only for Roman Weidenfeller to make a fine save low to his right.
Ramos' woes went on shortly before half-time as he slammed Piszczek inviting low cross from the right onto the post.
The Colombian was again denied as Dortmund began the second half on the front foot, Junior Diaz's outstreched leg saved Mainz after good work from Kevin Grosskreutz, with the Costa Rican hacking a deflected Aubameyang strike off the line from the resulting corner.
Against the run of play, Mainz took the lead. Substitute Jairo did well to keep the move alive down the right and cross for Ozakazi, who escaped Ginter’s attention and slotted home.
It got worse for Dortmund in the 73rd minute.
Jairo’s pace got him clear of the defence and he cut the ball across the penalty area towards Hofmann. Ginter slid in to intercept the ball, but could only manage to divert it into the back of his own net.
