Tony Mowbray bemoaned his side's inability to be ruthless in both boxes as Rovers went down 3-1 at the Madejski Stadium.
Poor defending saw Rovers trail at the break as Yann Kermogant scored two headed goals.
The Rovers saw plenty of the ball and created a hatful of chances, and a grandstand finish seemed on when Elliott Bennett blasted home on 77 minutes.
But again slack play at the back proved costly as Garath McLeary lashed home to condemn Rovers to a second successive defeat.
"Ultimately we didn't defend," the boss told Rovers PlayerHD. "The first two goals are not good goals from our point of view.
"They were simple crosses into the box and pretty identical goals really, we have to deal with them better.
"I set the game plan out today, I thought we would go and press them high, I put some athletic players on the pitch and I thought we'd have the legs to give us some problems and yet they played through that better than we might have hoped. So they were disappointing goals.
"I thought in the second half was different, we were a bit wasteful in front of goal. The chances were there for us, and then we get ourselves back in the game and shoot ourselves in the foot again straight away.
"It would have been a really interesting last ten minutes if we had stayed at 2-1 and built up some momentum and pressure. But it wasn't to be because we weren't strong enough at the back to stop a third that really killed the game for us."
Rovers return to Ewood Park this Saturday when Barnsley are the visitors.
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