The Sardinian outfit went into the contest looking for their fourth win of the season, but were kept at bay by good saves from Siena goalkeeper Zeljko Brkic.
The result has lifted Cagliari to third in the standings, one point behind joint-Serie A leaders Juventus and Udinese, who were also held to goalless draws on Sunday afternoon.
Siena could have taken an early lead when Ferreira Reginaldo fed Franco Brienza inside the area, but his right-footed strike was kept out by Cagliari goalkeeper Michael Agazzi.
Alessandro Agostini created Cagliari's first scoring chance shortly after. The veteran defender got behind Andrea Cossu's cross and hit the ball from 10 yards out towards the far post, where his effort was saved by Brkic.
The goalkeeper was then forced to make another save to clear Agostini's close-range strike in the 18th minute.
Cagliari continued to press forward and could have gone into the break with a narrow advantage, but Daniele Conte's 30-yard effort was kept out by Brkic.
The visitors struggled to break past Cagliari's defence and were limited to long-range shooting.
In the 64th minute, Daniele Mannini tried his luck from distance and his 30-yard attempt went just wide of the near post.
Cagliari almost broke the deadlock in the 71st minute. Nene got his head to Thiago Ribeiro's cross but his powerful effort was parried away by Brkic.
Brkic's impressive afternoon continued as he got his palms to Radja Nainggolan's bullet strike to preserve their clean sheet.
Siena could have claimed all three points with three minutes remaining. Mannini served substitute Mattia Destro inside the area, however, he struck wide of the far post, much to the relief of the home fans.