Rovers once again scored twice on the road, but went down to a clinical Sheffield Wednesday side at Hillsborough.
Steven Fletcher got the Owls up and running early in the first half before Atdhe Nuhiu doubled the advantage on the hour.
Rovers responded through Craig Conway, only for Dominic Iorfa and then Marco Matias to add goals three and four for the play-off chasing hosts.
Elliott Bennett's first goal of the season with two minutes remaining proved to be a late consolation for Rovers, who returned to East Lancashire with nothing to show, despite showing glimpses of their quality.
A positive for the day will have been for another Academy graduate in John Buckley making his debut for the first team, coming off the bench in the second half.
Tony Mowbray made two changes to his starting lineup for the clash, with Joe Rothwell and Corry Evans in earning starts in the Steel City, Amari'i Bell and Adam Armstrong missing out.
Bell's omission was due to injury, limping off against Wigan Athletic in midweek, whilst Armstrong was available as a substitute.
Rovers began brightly, and Bradley Dack sent a left-footed effort just past Keiren Westwood's left-hand post after seven minutes.
The hosts were dealt an early blow just a couple of minutes later, with Sam Hutchinson having to be replaced by Dutchman Joey Pelupessy.
An just a moment later the hosts took the lead through experienced frontman Steven Fletcher.
Dominic Iorfa escaped down the Wednesday right, and after Derrick Williams missed the cross, Fletcher was there to score from close range.
It was almost 2-0 soon after, but Rolando Aarons' dangerous cross from the right evaded both Fletcher and Sam Winnall in the box and drifted away for a throw in.
Wednesday went even closer on 18 minutes, but after a quick free kick caught the visitors out, Michael Hector's header clipped the post before the danger was cleared.
Rovers were almost in for an equaliser on the half hour mark, but after Rothwell nipped in to capitalise on a Dominic Iorfa mistake, Dack couldn't stretch enough and Westwood was there to claim.
Dack went closer just five minutes before the break, but after linking up well with Rothwell again, the playmaker saw Westwood stick out a left glove to claw the low attempt away.
That resulted in Wednesday going in with the narrow advantage at the break, which was harsh on Rovers' display in the wind and the rain.
Mowbray's men worked a glorious chance for an equaliser eight minutes into the second half, but a teasing fross from Rothwell was headed wide of the target by Danny Graham at the back post.
But despite Rovers' good play it was more soft defending that let Nuhio make an instant impact from the bench.
Just two minutes after entering the action as a substitute, the big striker got away from Williams to simply nod home a Barry Bannan free kick on the hour mark.
A double change saw Armstrong enter the action alongside Buckley with 22 minutes to go, with Buckley making his first senior outing.
And soon after Rovers forced a response through a substitute of their own in the form of Conway.
Neat play between Armstrong and Rothwell saw the latter slide the ball into the Scot, who tucked into the roof of the net for his first goal of the season.
But just as it looked like a grandstand finish would occur, Wednesday killed the game off with their third goal of the day.
Another free kick wasn't dealt with by Rovers and after the ball dropped to Iorfa, the defender rifled past Raya and into the top corner with nine minutes remaining.
There was time for a fourth with four minutes left as substitute Matias finished off a flowing move to see his close range effort squirm under Raya and in.
However, Rovers didn't go down without a fight, and just seconds later Bennett got his first goal of the campaign as he caught Westwood out at his near post with an excellent finish.
But that was to only be a consolation, and Rovers returned home with nothing, but ended the game with five Academy graduates on the pitch.
Sheffield Wednesday: Westwood, Palmer, Fletcher (Nuhiu, 58), Bannan, Winnall (Matias, 55), Lees (c), Reach, Hutchinson (Pelupessy, 9), Iorfa, Hector, Aarons.
Unused substitutes: Dawson, Fox, Thorniley, Boyd.
Goal: Fletcher, 10, Nuhiu, 60, Iorfa, 81, Matias, 86.
Booked: Fletcher, 39, Winnall, 52, Aarons, 74, Lees, 81.
Rovers: Raya, Reed (Conway, 55), Nyambe, Magloire, Williams, Bennett (c), Travis, Evans (Buckley, 68), Rothwell, Dack, Graham (Armstrong, 68).
Unused substitutes: Leutwiler, Smallwood, Brereton, Nuttall.
Goals: Conway, 73, Bennett, 88.
Referee: James Linington.