Parma are bottom with three points from eight games, a dramatic downturn from last season when they exceeded expectations by finishing sixth.
Sassuolo, who had previously scored only four goals this term, managed two in the first 24 minutes when Sergio Floccari was left unmarked to head in and Francesco Acerbi touched the ball home from close range following a free kick.
Saphir Taider effectively sealed Sassuolo's first league win of the season with a long-range strike after halftime before Antonio Cassano pulled one back for the shellshocked hosts.
"We have lost seven times, I can't be happy. We will get out of this situation with work," Parma coach Roberto Donadoni told reporters.
"We made it too easy for Sassuolo," added the former Italy boss. "We cannot afford to keep making errors and when we do make them it affects us psychologically."
Roma, who pulled level on 19 points with leaders Juventus, failed to score for the first time this season but will have been happy just to have kept a clean sheet against unbeaten Sampdoria following Tuesday's Champions League mauling.
The visitors had the better of the match as Gervinho struck the post in the first half and Alessandro Florenzi's header was brilliantly saved by Sergio Romero in the second.
Stefano Okako missed Sampdoria's best opening when he fired over from two metres as a free kick landed at his feet.
Cagliari scored four goals in 15 minutes before halftime to win 4-0 at promoted Empoli.
Marco Sau curled the ball in from the edge of the area in the 31st minute, Danilo Avelar scored twice, the first a thumping free kick off the underside of the bar and the second a penalty, before Albin Ekdal struck with a determined, individual effort.
Juventus should again move clear at the top when they host third from bottom Palermo on Sunday (03:00 p.m. BST).
(Writing by Brian Homewood, editing by Tony Jimenez)
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