Boss Tony Mowbray insists the team have to show a reaction next weekend at Shrewsbury Town.
Rovers' four-match unbeaten run came to an end at Ewood Park on Saturday as AFC Wimbledon inflicted a 1-0 loss on the Blues.
The manager was frustrated to taste defeat once more, and knows that they have to do better against an unbeaten Shrews side riding high at the top of the table.
"I think it is a real tough one to take," said Mowbray.
"We've lost three games already, it is too many, it is a big frustration to us.
"We have to react to it now, we have to work hard this week in training and not think that we are a good team.
"We have to graft for everything that we are going to get this year and hard work is going to be the main component so that is what we have got to get back to and see if we can go to Shrewsbury next weekend and find a positive result.
"We have to try and keep that gap to the top teams as tight as we can so it is a big week for us and look forward to the next one."
"If we are to match our ambition this year then we have to win football matches."
Rovers' ticket allocation for Saturday's match at Shrewsbury has sold out.