Rovers boss Tony Mowbray expressed his frustration following Tuesday's 2-2 draw with Fleetwood at Ewood Park.
The Blues twice led through Bradley Dack and a goal from substitute Joe Nutall on his league debut, but were twice pegged back in the second half.
Speaking after the game, Mowbray said the players share his disappointment but says his side must take the positives and move forward.
"It's a devastated dressing room in there, to be honest - it feels like a defeat," he said. "We worked really hard to get in front against a tough team who put men behind the ball.
"Fleetwood are a difficult team to penetrate and to create chances against and, yet, we scored two goals. We should have been winning 2-0 or 2-1 at the very worst, so we're frustrated.
"We have to try to take the positives, keep going and keep pushing. There are a lot of games to play and a lot of points to play for.
"We would have expected to win the game after going in front twice. I've watched the goals against and they're both really poor goals [to concede].
"That's something we haven't been doing, generally. We've had seven clean sheets and have been pretty good defensively, so it hurts every player and every coach to concede from a set piece.
"We need to do better but have to accept it. Credit to Fleetwood for digging in and sticking at it, they've been that sort of team this year and have scored some late goals.
"We spoke about the late goals they've scored; they keep going and we knew that. We didn't manage to see it out today.
"It is what it is. Tonight was an opportunity to put three points on the board while no on else was playing; we put one on instead, so it's frustrating.
"There will be better nights, and we need to get back to keeping clean sheets as quickly as we can, but we'll look forward to Saturday. Hopefully we can score a few goals, be positive and go through to the next round."