The Scottish international set up one and got amongst the goals himself as Rovers got back to winning ways in impressive fashion at the John Smith's Stadium.
Speaking after the match, the Rovers boss said: "I thought Craig Conway was outstanding.
"We knew that when we were trying to bring him in, we knew that he would provide us with the ability to put the ball in the box.
"He does ever so well for the second goal, and then the way he goes about his goal, he does that in training.
"Don't get me wrong, there was a little bit of luck, but the pace and the accuracy is something that he works on every day, that was no fluke.
"It opened up ever so well for him and he took full advantage of that."
Leicester City are the visitors to Ewood Park next Saturday. Tickets are on open sale priced from £19 Adults, £12 Seniors and £7 Juniors.