Sam Gallagher's first goal as a permanent Rovers player wasn't enough as Rovers bowed out of the Carabao Cup at the second round stage against Sheffield United.
Rovers bossed the first half and had a glut of opportunities to take the lead, most notably when Adam Armstrong saw his penalty saved by Simon Moore.
The Blades scored from their only two efforts on target through Richard Stearman and then Ollie Norwood, who fired home just before the break.
Gallagher nodded home with under 20 minutes remaining, and although the visitors pressed for an equaliser that would have sent the tie to penalties, ultimately it wasn't enough for Tony Mowbray's side.
The boss named eight changes to his starting XI, with Darragh Lenihan, Derrick Williams and Bradley Dack being the trio who kept their places from the side that began in the draw against Cardiff City at the weekend.
Rovers almost raced into an early lead after just five minutes, but Armstrong curled just past Simon Moore's left-hand post after being teed up by Corry Evans.
With the next opportunity came the next chance for Rovers, but after Dack got to the ball ahead of Richard Stearman in the box, Armstrong saw his spot kick saved by Moore down to his left.
Rovers were dominating the game and Rothwell smashes inches wide of the target from the edge of the box after Williams picked him out.
But with The Blades' first attempt of the game came the opening goal of the night.
Norwood's corner was missed by Jayson Leutwiler, which left Stearman with the easy job of nodding into the back of the net.
Rovers almost responded immediately, but a lovely one-two between Armstrong and Dack led to the former being denied by Moore, who bravely smothered at the frontman's feet.
On the stroke of half time the home side's lead was doubled as Norwood's first time strike nestled into the bottom corner from the edge of the box after Ravel Morrison found him.
The flow of the game continued after the break, with Greg Cunningham seeing his header deflect onto the roof of the net soon after the start of the second half.
Sam Gallagher was brought on in place of the impressive Dack on the hour mark as Rovers went with the big striker up front with Armstrong.
Joe Rankin-Costello came on for his senior debut with 20 minutes remaining and almost instantly played his part in Rovers getting themselves on the scoresheet through Gallagher.
Rankin-Costello fed Armstrong down the left, and his deep cross found Gallagher at the back post who planted a header beyond Moore and into the corner of the net.
Rankin-Costello was making quite an impact, and saw his effort hacked off the line before Evans nodded a cross wide of target from close range.
Despite the late pressure, Rovers couldn't force an equaliser and therefore were dumped out of the competition.
The focus now turns to Saturday as Mowbray's men look to conclude a solid first month of the season with a trip to The Hawthorns to tackle West Bromwich Albion.
Sheffield United: Moore, K. Freeman, Stearman, Jagielka, Bryan (Stevens, 24), Morrison, Norwood (Mousset, 66), Osborn, Besic, McBurnie (L. Freeman, 46), Sharp (c).
Unused substitutes: Verrips, Basham, Lundstram, McGoldrick.
Goals: Stearman, 30, Norwood, 45
Booked: Stearman, 7, Morrison, 90.
Rovers: Leutwiler, Nyambe, Lenihan (c), Williams, Cunningham, Smallwood (Travis, 66), Evans, Buckley, Dack (Gallagher, 60), Rothwell (Rankin-Costello, 71), Armstrong.
Unused substitutes: Walton, Graham, Chapman, Grayson.
Goal: Gallagher, 72
Booked: Lenihan, 78, Cunningham, 89.
Referee: Geoff Eltringham.
Attendance: 9,714 (553)