The Silkmen put in a hard-working performance, but ultimately fell to two second half goals from the Foxes.
The match started with the Silkmen playing from right to left, and the first incident of the game was Shaun Brisley seeing a yellow-card for the first late challenge of the game.
The Silkmen started brightly and John Rooney had a free-kick headed over the bar for a corner but it was Jon Brain who had the Silkmen supporters applauding with a great one-handed save from Adams' free-kick.
Macclesfield had a great chance to open the scoring when Ben Wright's persistence led to him winning a tackle in the penalty area, but his square-ball to Kirk was cut out for a Silkmen corner.
Just before the half hour the visitors had a great chance. Fryatt saw his shot deflected for a corner which was played out to Oakley who's powerful shot was cleared off the line by Paul Bolland. Jon Brain's reactions were quickest to drop onto the lose ball and smother the danger.
Colin Daniel continued his impressive start to the season with several dangerous breaks down the left, with one just after half an hour culminating in a cross which almost found Wright in the middle.
Macclesfield's supporters were up in arms a few minutes later as Paul Bolland knocked the ball past his marker and was taken out as he attempted to get into the box, only for the referee to wave play-on. Moments later an identical foul at the other end saw a free-kick for the visitors, but Adams blasted into the wall.
Leicester were taking the initiative as the half drew to a close and had three good chances. First Wellens shot wide from a good position, before Fryatt was denied by a goal-line clearance from Carl Tremarco and Morrison nodded a free header wide of the post.
The Silkmen replaced Tyron Kirk with Izak Reid at half time and went on to have the first chance of the half as John Rooney's long-shot was held.
But it wasn't long before the visitors were in the lead. A ball in the box led to a scrappy battle in the penalty area, and there seemed to be a foul on Paul Morgan as N'Guessan hit an audacious backheel past Jon Brain.
Matty Tipton replaced John Rooney and Paul Bolland went off for Lee Bell with all four players given a good reception from the Silkmen faithful and before long the Silkmen were desperately unlucky to remain a goal behind.
Izak Reid's cross took a deflection and looped goalwards, cannoning back from the crossbar and evading Ben Wright who would have had a tap-in with a slightly different rebound. The third time the Silkmen have hit the bar in two games.
And to rub salt into that wound, Fryatt doubled the score. Running on to a through-ball he was matched all the way by Paul Morgan. But Fryatt managed to find half a yard and hit a powerful strike which gave Brain no chance.
The game was all but dead at this point and whilst the sides traded corners, there was little goalmouth action and the Foxes progressed to the next round and the final whistle was greeted by applause from the Macclesfield support, appreciative of a hard-fought game with plenty of passing football on offer from both sides.