Neither Sale nor Wasps were playing for anything other than pride but they served up an entertaining first half as the hosts took a 12-7 lead.
Tom Brady and Dan Braid went over for the Sharks while Wade added to his burgeoning reputation with yet another try.
Nick Macleod kicked two penalties after the interval to go with his earlier conversion, but Wade's second score - putting him level with team-mate Tom Varndell - aided by 10 points from the boot of Tommy Bell gave Dai Young's men a 20-18 advantage late on.
It was not to be for the visitors, though, as Macleod kicked his third three-pointer five minutes from time to snatch the win.
Although these sides had nothing to play for, both teams started with intent to move the ball through the phases, but it was the Sharks who controlled the opening exchanges.
With their pack carrying well and Dave Seymour and Braid difficult to shackle at the breakdown, Wasps struggled to get hold of the ball in the first 10 minutes.
It was therefore no surprise to see Steve Diamond's men take the lead when a fine move ended in Brady touching down.
Scrum-half Dwayne Peel was the instigator and two wrap-around moves with Marc Jones and Kearnan Myall freed the space for Braid to send the left-winger over.
However, the visitors' response was swift. Billy Vunipola, playing his last game before joining Saracens, was typically bustling and made several dents in Sale's rearguard.
That pressure eventually led to a penalty which half-back Joe Simpson took quickly. His sniping instincts took him past the home side's first-up defence and Wade was on his shoulder to finish superbly.
It was the 24-year-old's 12th Premiership try of the season, which will surely see him in Stuart Lancaster's England squad to face Argentina in June.
Bell, making a rare start because of injuries to Nicky Robinson and Stephen Jones, then added the conversion as the High Wycombe-based outfit went 7-5 ahead.
But throughout the opening period, Wasps struggled to deal with the blustery conditions and a mistake from Simpson at the restart immediately put them on the back foot.
From the resulting lineout the ball was collected under pressure by visiting back row Ashley Johnson, but the Sharks' pack drove over the top and Braid was on hand to touch down from close range.
Macleod was this time on target from the tee as they went into the break with a 12-7 advantage.
Sale started the second half like they finished the first, dominating the close-quarter exchanges and looking to get their strike runners over the gain-line.
Despite controlling proceedings, Wasps held firm and a penalty from the hosts' stand-off was all they had to show for their efforts.
The Sharks were made to pay for their profligacy when, with their first attack of the half, Wade went over for his second of the afternoon.
It was Hugo Southwell who made the initial incursion before Chris Bell took the ball up further. The play was shifted wide for the wing to cross the whitewash.
Macleod and Tommy Bell then traded penalties before the latter put Wasps into a 20-18 lead with seven minutes to go.
However, Sale's fly-half was the hero when his third penalty bisected the uprights.
- Sports & Recreation
- Nick Macleod
- Tom Brady