The Royal Blues, who face Real Madrid in the Champions League next week and perhaps were already thinking ahead to that match, could count themselves fortunate to have come away without being beaten by a strong Mainz side.
The visitors created the better chances, but failed to beat an inspired Ralf Fahrmann as they moved level on points with sixth-placed Borussia Monchengladbach who host Hoffenheim on Saturday.
It was immediately clear that Thomas Tuchel's side had arrived in Gelsenkirchen with the intention of winning the game.
Shinji Okazaki had several good early chances, but met his match in Fahrmann, who also did well to deny Elkin Soto.
A good combination between Koo Ja-cheol and Okazaki carved open the Schalke defence once again, but the latter was unable to supply the finish again.
Schalke struggled to break down the massed ranks of Mainz players and a deflected shot from Jefferson Farfan and flick-header from Felipe Santana was the closest they came to scoring.
The second half was a similar story with Stefan Bell coming closest to breaking the deadlock with a header which was saved once again by Fahrmann.
Julian Draxler was sent on for the last 20 minutes by Jens Keller, although it made little difference as there was no way through for a Schalke side who looked a shadow of the team which had won four games in a row since the turn of the year.