In the 83rd minute Hessey tried to cushion a speculative cross from Lee Beevers into the path of his keeper John Brain but only succeeded in setting up Lee Frecklington who gleefully buried the winner from eight yards.
Frecklington was making amends for his weak back pass in the fifth minute that saw veteran striker Simon Yeo pounce from 12 yards for his sixth goal in eight games.
Yeo might have added a second five minutes later but could only put a half chance on his left boot into the stands.
The Imps should have equalised on 17 minutes but giant Hungarian striker Janos Kovacs ballooned a close range header over the bar.
Kovacs however was more accurate on the stroke of half time when he met a Stefan Oakes cross with a thumping header that crashed off the crossbar for Beevers to bundle home the rebound from close range.
Macclesfield had the better of the second half and midfield general Terry Dunfield was only denied on the hour by a stunning save from Rob Burch, who clawed wide a 25 yard free kick that was arrowing into the top corner.
Macclesfield should have taken the lead on 78 minutes but instead of making a simple square pass to his strike partner Martin Gritton, Yeo selfishly decided to go for glory allowing Burch to smother his weak shot.
In injury time Macclesfield nearly grabbed an equaliser when talented teenager John Rooney, brother of Wayne, engineered a shooting chance only for Burch to make another fine save.