The home side celebrated a long-awaited promotion out of the basement division with a win that leaves the Cobblers' play-off hopes hanging by a thread.
Sampson told BBC Radio Northampton: "On our first half display, we didn't really deserve a point.
"For the first time in three or four months we didn't seem to have the belief. I can't fault the players in the second half, they seemed to put Rochdale on the back foot.
"We had plenty of pressure and half chances but we didn't really hit the target."