Millwall were involved in their second successive late, late show as a Kevin Lisbie flick, which hit James O'Connor on the way in, secured a sixth successive Championship home victory for Kenny Jackett's side.
On Tuesday night Henri Lansbury bagged a 94th-minute winner for Norwich City against The Lions, but it was Millwall who left it oh so late to grab the decisive goal this time. James Henry delivered the ball in from the right and Kevin Lisbie's header took the slightest of deflections off O'Connor to fly past Donny keeper Gary Woods.
For sheer persistence alone the three points were deserved by Jackett's side, who were frustrated for long spells by a Donny outfit that were well organised and proved a resolute unit to break down.
There have been games this season already in which Millwall have played better and ended up empty-handed, so any points gleaned from a display that didn't quite hit expectations are gratefully accepted.
"It was a great win," said Jackett, "I am very pleased with it. I felt in the first half it was 50-50, but we dominated possession in the second.
Saying that I didn't know where a goal was coming from, but a good ball from James Henry has forced a goal and that did it for us."
Lions boss Jackett made two changes to the team beaten at Norwich City on Tuesday, bringing in Theo Robinson for injured striker Steve Morison and Danny Schofield for Jack Smith.
Scott Barron dropped back from a wide midfield berth to fill the left-back slot vacated by Smith, whilst Schofield took care of the left wing.
A poor first-half, punctuated by a succession of free-kicks, produced little goalmouth action.
Darren Purse did well to block Billy Sharp's goalbound effort whilst the Lions centre half also swept up to clear the danger from Donny's marauding skipper Brian Stock.
At the other end Henry's 30-yard free-kick curled agonisingly wide on 21 minutes before Liam Trotter did get the ball in the back of the net, powering home a Henry free-kick seven minutes before the break, but the linesman flagged for offside.
Theo Robinson also had an effort ruled out for offside early in the second half, shortly after the home fans were howling for a penalty as former Lion George Friend grappled with Robinson as he tried to work an opening in the danger zone.
Lions boss Jackett introduced Lisbie and Neil Harris just before the hour mark, but it took a fantastic acrobatic save from keeper David Forde to prevent Donny's Sam Hird from scoring with a spectacular overhead kick on 62 minutes.
Groin strain victim Tam Mkandawire was then replaced by Paul Robinson and within a matter of seconds The Lions defender was nearly caught in the face by Donny striker Sharp, who swung out an arm that thankfully didn't make contact with the player, and went unspotted by the officials.
Despite enjoying the majority of possession as the game wore on, The Lions simply could not find the magic key to unlock the Doncaster defence.
But then as the fourth official held up the board to indicate injury-time, Henry latched on to Robinson's hooked upfield clearance and right on cue dispatched an inviting delivery. Lisbie went head to head with O'Connor and although the Millwall striker was first to the ball, the unfortunate O'Connor could not get out of the way and the ball flew into the back of the net via the Donny defender's head.
There was to be no way back for the visitors as Millwall ran the final three minutes of injury-time down to claim a victory that keeps the team breathing down the necks of the Play-Off pack.
Millwall: Forde, Dunne, Barron, Abdou, Purse, Mkandawire (P.Robinson, 61mins), Schofield, Eastmond (Harris, 58mins), Trotter, T.Robinson (Lisbie, 58mins), Henry. Subs not used: Mildenhall, Hackett, Smith, Laird.
Bookings: Trotter (5mins), Barron (89mins)
Scorer: O'Connor (90mins, og)
Doncaster Rovers: Woods, O'Connor, Stock (Souaza, 76mins), Sharp, Oster, Chambers, Brooker (Shiels, 80mins), Hird, Friend, Mason, Keegan. Subs not used: Bradshaw, Fairhurst, Webster, Burge.
Bookings: Keegan (65mins), Oster (88mins)
Ref: K. Stroud* (*change from programme R. Shoebridge)
Att: 11,427 (away 596)