Bakary Sako's second half strike condemns Rovers to defeat.
Eric Black's first game in charge at Ewood Park ended in defeat as Wolves ran out 1-0 winners.
After two draws on the road the interim manager watched on as Wolves soaked up Rovers pressure to steal all three points as Rovers suffered their second defeat of the campaign.
The visitors started the better of the two sides, Bakary Sako seeing an early effort saved before Sylvan Ebanks-Blake headed against the post.
At the other end Mauro Formica fired over whilst Colin Kazim-RIchards saw an overhead kick claimed.
Rovers huffed and puffed throughout, the introduction of Fabio Nunes injecting a bit more urgency into the play but it was the visitors who would go on and grab the only goal of the game.
A needless corner was conceded and although it was initially cleared, Sako arrived to fire home from the edge of the box.
Rovers laid siege in the closing stages but it was still the visitors with the best chance, Anthony Forde wasting the chance for a second goal in the final seconds.
Following on from the hard-earned point at the City Ground on Wednesday night, Eric Black opted to make just the one change as Colin Kazim-Richards made a welcome return to the starting eleven after six weeks out.
The man making way was Nuno Gomes who dropped to a substitutes bench that included Dickson Etuhu who had missed the match against Forest with a virus.
In charge of Rovers for the first time at Ewood Park Eric Black would have wanted a positive start from the home side but it was Wolves who made the early impression.
Five minutes in and Paul Robinson should good reactions after Bakary Sako somehow threaded a low shot between Bradley Orr and Grant Hanley, but the Rovers number one saved well.
David Davis was next to threaten the Rovers goal when following a strong forward run he let fly from 30 yards, but the midfielder's effort was just over the crossbar.
Barely a game goes by where Jordan Rhodes isn't involved in a penalty claim and he had a strong shout for one on 17 minutes. Looking to get on the end of a floated ball forward from Colin Kazim-Richards, Rhodes got in front of Richard Stearman only to be sent crashing to the ground. Referee Nigel Miller cast an eye over to his linesman on the right but no decision was given.
But it was the visitors who wasted the best chance of the first half on 19 minutes. Kevin Foley was afforded too much room down the right and as he sent the ball over Sylvan Ebanks-Blake rose unmarked to head past Robinson only to see the ball bounce off the foot of the post and away.
From that point on until the end of the first half it was Rovers who were in the ascendency without ever creating a clear cut opening.
Colin Kazim-Richards tried an audacious effort after controlling the ball well which Carl Ikeme was equal to before the Wolves stopper was quickest to react after Martin Olsson's centre was flicked on by Kazim-Richards at the near post.
Mauro Formica fired over after neat approach play, then good persistance by Jordan Rhodes saw the ball break for him in the area but Ikeme was out quickly to divert the striker's effort away from goal.
Just before the break Rovers threatened from a Jason Lowe corner that was nodded back into the mix by Grant Hanley but Colin Kazim-Richard's overhead kick was easily claimed by the Wolves' stopper.
Fabio Nunes was brought on for the start of the second half as Mauro Formica made way and the young winger made an immediate impression.
After already delivering a couple of dangerous crosses into the box, another attempt almost caught out Ikeme. His high delivery seeing the Wolves goalkeeper scrambling backwards as the ball landed on the roof of the net.
Then from a Jason Lowe corner from the right, Scott Dann sent a looping header goalwards only for the Wolves man to claim on his line.
It was good early pressure for Rovers in the second half, but they lacked that clear-cut chance of goal. A growingly frustrated Jordan Rhodes shooting wide from distance.
The visitors hadn't offered much in the second half but on 74 minutes they were ruing a missed chance from Anthony Forde. The substitute arriving in the Rovers area to fire across goal but wide.
However three minutes later it was the visitors celebrating as Rovers again failed to clear their lines properly from a corner kick. Robinson had punched Bakary Sako's corner to the edge of the area but as it was worked back wide it was Sako who opened himself up to lash an unstoppable ball into the far corner of the goal to put Wolves in front.
Rovers tried to respond, Fabio Nunes being particular effective out on the left but despite a host of balls into the box the home side couldn't take advantage of the pressure.
With Rovers pressing they were almost caught in the final throes of the game as Wolves broke quickly, Anthony Forde firing wide once more after good work by Sako.
Rovers now have a fortnight to mull over this defeat, the next match being against Derby County at Pride Park on October 20th.
ROVERS: Robinson, Hanley, Dann, Givet, Orr, Murphy (c), Lowe (sub Etuhu 72 mins), Olsson, Formica (sub Fabio Nunes 46 mins), Rhodes, Kazim-Richards.
Subs not used: Kean (GK), Dunn, Pedersen, Nuno Gomes, Rochina.
WOLVES: Ikeme, Stearman (sub Forde 53 mins), Henry (c), Ebanks-Blake (sub Batth 87 mins), Sako, Ward, Johnson, Berra, Davis (sub Zubar 61 mins), Doumbia, Foley.
Subs not used: McCarey (GK), Nouble, Jonsson, Margreitter.
Goals: Sako 77 mins.
Booked: Henry, Sako.