Victor Ibarbo had an early chance for the away side, but his strike went wide of the post.
Albin Ekdal had another effort for Cagliari on six minutes, although his shot never troubled the goalkeeper.
Gaetano D'Agostino had Pescara's first effort on goal, but his shot was closed down well by the defence.
Ibarbo began to cause problems for the home side's defence and came close again on 33 minutes.
Vladimir Weiss almost put Pescara ahead on 42 minutes, but his shot struck the post and bounced clear.
© PA Photos
Cagliari then went 2-0 up on 61 minutes through another fine finish from Sau.
Weiss was shown a red card on 90 minutes as Cagliari secured the win.