Per Nilsson gave the hosts a perfect start in the fifth minute but Shinji Okazaki levelled matters 15 minutes from time.
Nurnberg pushed for a winner but were unable to find one, even after Mainz's Petar Sliskovic was shown a red card in the last minute.
As a result, they set a league record of 15 games at the start of the season without a single win.
With a yellow ball, the game got under way with Nurnberg immediately showing more attacking intent, and they were rewarded after just five minutes.
Hiroshi Kiyotake beat two defenders before sending in a cross which was met by Nilsson, who had been afforded too much room to head the hosts in front, the ball taking a slight deflection on its way in.
Mainz responded well and Okazaki missed two excellent chances to equalise.
His first shot on the turn was turned behind instinctively by Raphael Schafer, who was then grateful to see the Japanese forward head wide from the resulting corner.
The teams re-emerged for the second half with snow continuing to fall and Okazaki this time saved his side from falling even further behind as he turned Nilsson's effort behind.
Nilsson went close with his third chance of the evening, but still the ball would not go into the back of the net for the Bavarian strugglers.
Almost inevitably, they were punished in the 75th minute when Okazaki scored.
Park Joo-ho set up the forward, who shot first time to leave Schafer with no chance.
The goal sparked Nurnberg back into life, boosted by a vociferous home support spurring them on to what they hoped would be their first win of the season.
However, the biggest chance of the game fell at the other end of the field with Eric-Maxim Choupo-Moting failing with only Schafer to beat with six minutes to go.
Mainz were reduced to 10 men in the last minute when Sliskovic went in with an extended leg on Schafer and he was shown a straight red card.