Cyriel Dessers came off the bench to score twice for Cremonese to come back from two goals, but it was still not enough to salvage a point for them at Sassuolo.
Dessers was introduced in the 46th minute and pulled a goal back for his club in the 62nd minute.
He then delivered a much-needed equaliser on 83 minutes.
However, just when Cremonese thought they had a precious point on the road in the bag, the home team scored a third and winning goal deep into stoppage time.
Cremonese have 12 points from 25 matches, nine points from safety for the second to the bottom team in Serie A.
