- Armand Laurienté (12')
- Domenico Berardi (41')
- Andrea Pinamonti (82')
- Federico Gatti (90'+5' OG)
- Matías Viña (21' OG)
- Federico Chiesa (78')
The Polish international suffered a howler after 12 minutes when Armand Lauriente's long-range shot deflected off Szczesny's gloves and into the net.
Eight minutes from time Szczesny inadvertently parried a rebound into the path of Andrea Pinamont, who headed home to make it 3-2 to Sassuolo.
Juve's nightmare was complete five minutes into stoppage time when defender Federico Gatti, seemingly unaware that Szczesny was off his line after taking a free kick near the corner flag, inadvertently tapped the ball into his own goal.
The defeat leaves Juventus in fourth place on 10 points from five games, two points behind leaders Inter Milan, who visit Empoli on Sunday, and second-placed AC Milan, who beat Hellas Verona 1-0. Sassuolo are 11th on six points.
"It was the first defeat, we must learn from it. We were not phenomenal before this game, just as we are not awful after it," Juve manager Massimiliano Allegri told DAZN.
"We had our heads in the clouds with the butterflies, it had started well and there were some fairly simple situations we didn't make the most of.
"We conceded at their first attempt and rather lost our heads, so we paid for that."
Juve had first equalised after 21 minutes when Sassuolo defender Matías Viña inadvertently poked the ball into his own net from close range while attempting to clear a cross.
The hosts reclaimed the lead four minutes before halftime through Domenico Berardi who calmly slotted the ball into the far bottom corner from the edge of the box.
Juve started the second half positively with Federico Chiesa attempting to roll a free-kick under the wall and missing the target by inches.
In the latter stages both teams mounted counter-attacks, leaving gaps at the back.
Sassuolo had a chance to make it 3-1 around the hour mark, but Lauriente fired over the bar from close range.
Chiesa then levelled for the visitors in the 78th with a deflected shot before Sassuolo struck twice to take the points.
In the post-match press conference, Allegri reaffirmed Szczesny as his starting goalkeeper but hinted at unspecified changes for the upcoming match.
"People said Juventus must win the title. It's not the case, we must earn a top-four finish which will be difficult," he said.
"We must be aware that we must struggle enormously to win every game."
Juve will host third-placed Lecce on Tuesday.
- Andrea Colombo