Down four with 1:39 left in the fourth quarter, Dalton's attempt at a comeback ended with one bad pass when he missed a throw well over the head of Andrew Hawkins and into the waiting arms of Miami safety Reshad Jones.
The Dolphins forced three turnovers against the Bengals on Sunday, none bigger than the final interception, but Miami's defense showed up time and again all day to help the Dolphins overcome an early deficit and steal a victory on the road.
The Bengals got on the board first when two early Dolphins turnovers lead to two field goals from Mike Nugent, but Cincinnati's struggles in the red zone left the door wide open for Miami to come back in the second quarter.
Dolphins rookie quarterback Ryan Tannehill, who finished the day 17-for-26 passing for 223 yards, then spearheaded a nine-play, 63-yard drive that was punctuated with a 1-yard touchdown run from Daniel Thomas that gave the Dolphins a 7-6 lead.
Miami's defense continued to be the catalyst for the Dolphins in the second half when defensive end Randy Starks intercepted a Dalton pass on the Bengals' first drive, setting up a 13-yard touchdown run from Reggie Bush that made the score 14-6.
The Dolphins defense forced two three-and-outs on Cincinnati's next two drives, but the offense couldn't turn those drives into more than three points. Both possessions fizzed on the Bengals' side of the field, and Dan Carpenter missed a 53-yard field goal after making a 46-yarder.
Dalton and A.J. Green, who had both been held nearly silent by the Miami defense in the first half, responded when the Bengals needed them most when the two connected on a two-yard touchdown pass to make the score 17-13 early in the fourth quarter. Green finished the day with nine catches for 65 yards and a touchdown.
But Dalton's attempt at heroism could last only so long, throwing the costly pick with less than two minutes to lose any chance at a victory. Dalton completed 26-of-43 passes for 234 yards, one touchdown and two interceptions.
The only significant injury of the day was to Bengals running back Bernard Scott, who rushed for 40 yards on five carries in the first half, left the game with a knee injury and did not return to action.
The 3-2 Bengals go on the road to Cleveland next week while the 2-3 Dolphins will return home to face the Rams.