Tyler Moore also drove in a run for the Marlins, who have won five of seven.
The Reds have dropped seven of eight and are 2-12 since the All-Star break.
O’Grady (2-1) allowed five hits. He struck out five and walked two.
A.J. Ramos got the final four outs for his 20th save in 22 opportunities. He entered in the eighth and got out of a bases-loaded jam after Scooter Gennett had an RBI single off Junichi Tazawa.
Adam Duvall popped out with two on to end the game.
Cincinnati starter Robert Stephenson (0-4) allowed three runs, four hits and seven walks in 4 1/3 innings.
Dietrich’s fifth home run of the season opened the scoring for the Marlins in the fourth.
Miami pushed a couple of runs across in the fifth with Dietrich drawing a bases loaded walk issued by reliever Drew Storen and Moore hitting a sacrifice fly.
Despite eight walks to Miami hitters through five innings, the Reds only trailed 3-0.
But O’Grady kept the Reds’ offense in check and received help from the defense with left fielder Marcell Ozuna connecting with relay man Miguel Rojas who fired a strike to home plate to throw out Joey Votto to end the fifth.
Dietrich’s bloop single to left in the seventh extended Miami’s lead to 4-0.
Gennett cut the deficit to 4-1 in the eighth, but Ramos got Tucker Barnhart to roll out to first on a slow grounder to end the inning.
Eugenio Suarez had three hits and Votto reached base four times for the Reds.
TRAINER’S ROOM
Reds: SS Zack Cozart (quadriceps) missed his second straight game. “He’s progressingly better,” manager Bryan Price said. “. He’ll have to be active on the field and do all that pre-game stuff before he’s considered in the lineup anytime soon. We’re optimistic that it will be a short stay out of the lineup, but until you see him on the field practicing, then we’re still at least a day away.” . RHP Scott Feldman (knee) is looking to throw a bullpen session in Miami with the Reds in town until Sunday.
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