Joao Afonso struck a 61st-minute winner at the Estadio do Bonfim in Setubal as his side claimed their fifth win in eight league games.
Rui Vitoria's men are two points behind Benfica, who face Sporting Braga on Sunday, while Vitoria Setubal are battling in 10th place.
Since a 4-0 loss at Maritimo in September, Guimaraes have gone three games in all competitions without conceding.
That trend continued at Setubal, and Afonso scored his first goal for the club he joined earlier in 2014.
Guimaraes' next clash is a key one against Sporting Lisbon on November 1, while Setubal visit Pacos de Ferreira.
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