A late goal from Joe Thompson was a sucker punch for Rovers who will have enjoyed the work out despite the result at Spotland.
Rovers first chance of the evening came on 10 minutes when Fabio Nunes struck his shot just wide of the post after a decent team move.
A quiet spell was brought to life when some clever play granted Mauro Formica space to have a shot, but it was deflected wide and the resulting corner was cleared away.
Rochdale hit back with an attack of their own a few moments later when George Donnelly broke away and sent a thunderous drive inches wide of Paul Robinson's left hand post.
Rovers made a bright start to the second half and David Goodwillie fired narrowly over the bar after a good cross from Bruno Ribeiro.
David Dunn's introduction at halftime rallied the troops and he went close 10 minutes into the second period with 20-yard screamer after some tricky footwork.
There was a controversial moment as Goodwillie was played clean through, but was thwarted by the onrushing goalkeeper who appeared to handle the ball 15 yards outside his area.
Goodwillie was involved again moments later when he slipped in Nunes, who raced into the area only to see his goal bound chip shot cleared off the line.
The deadlock was finally broken 15 minutes from time when Rochdale's Joe Thompson ran through on goal and Grant Hanley could do nothing to prevent his shot from crossing the line.
The lively Dunn sent another shot agonisingly wide via a deflection and Gael Givet effort from the following corner fell wide of the same post.
Team: Robinson (Kean), Ribeiro (Petrovic), Dann (Henley), Givet, Morris (Hanley), Formica (Rochina), Murphy (Jorge), Lowe, Nunes (M. Olsson), Gomes (Dunn), Goodwillie (Edinho).