Doncaster relinquished a dream start but won the Johnstone's Paint Trophy with Graeme Lee's extra-time header.
Graeme Lee holds the Johnstone's Paint Trophy
With only 43 seconds gone, Jonathan Forte fired Doncaster ahead and then Paul Heffernan latched on to Neil Sullivan's goal-kick to volley in.
After the break, Richard Walker pulled a goal back from the penalty spot after Sammy Igoe was fouled and then Igoe drew his side level with a half-volley.
But Lee grabbed the glory when he nodded home in the 110th minute.
Incredibly, League Two outfit Bristol Rovers had not conceded a goal en route to the final.
But they were breached with less than a minute played of the last English domestic final in Cardiff when Forte made the most of Jason Price's mis-hit shot to tuck the ball in.
And they conceded again four minutes later when Heffernan ran on to a long Sullivan clearance, which bounced once before being smacked beyond Steve Phillips.
Bristol Rovers now had it all to do but quickly took the game to their League One opponents, who oddly looked almost as shell-shocked themselves with the scoreline.
With Doncaster setting up a defensive camp on their own 18-yard line, the Pirates found possession and territorial advantage easy to come by.
However, chances were not so easily created and Bristol Rovers could not make their superiority tell - a weak free-kick into the wall by Ricky Lambert typified their efforts.
Then as the half drew to a close, Doncaster almost added to their lead when Brian Stock shot narrowly wide.
Perhaps that bucked up Doncaster - along with some half-time words from their manager - because they started the second half with renewed vigour.
And they should have killed off the game when Price had a free header in the box but he could only glance it off target.
Worse was soon to come for Price, when he was forced off after snapping his Achilles tendon - and his absence seemed to hurt his team as Bristol Rovers began to dominate.
This time they made it count and reduced the deficit when Igoe was illegally prevented from reaching a cross in the box and the power of Walker's penalty proved too much for Sullivan's palm.
Less than 15 minutes later, it was all square as Igoe confidently dispatched a loose ball in the area.
And Bristol Rovers almost took the lead soon after but Sullivan saved superbly from Lambert's fierce free-kick.
But Doncaster slowly regained some confidence and had two good chances when, first, Graeme Lee missed from five yards and then at the end of normal time when Heffernan broke free only to drag his shot wide.
In extra-time Paul Green forced a good a save out of Phillips, who dived low to his right to push the ball away.
But as legs grew heavy and nerves set in, opportunities for both sides were few and far between.
That was until Lee rose highest to meet Sean Thornton's inswinging corner and thudded a header into the net to secure Doncaster's first Football League trophy.
Bristol Rovers: Phillips, Lescott, Elliott, Hinton, Carruthers, Igoe (Sandell 100), Disley, Campbell, Haldane (Lines 105), Lambert, Walker (Nicholson 100).
Subs Not Used: Mike Green, Anthony.
Goals: Walker 49 pen, Igoe 62.
Doncaster: Sullivan, O'Connor, Lockwood, Lee, McDaid, Coppinger, Paul Green, Stock (Wilson 101), Forte (Guy 87), Heffernan, Price (Thornton 60).
Subs Not Used: Gareth Roberts, Dyer.
Booked: Coppinger, Stock.
Goals: Forte 1, Heffernan 5, Lee 110.
Ref: G Laws (Tyne & Wear).