Tom Bradshaw's double condemned Rovers to defeat on the day they began life without Paul Dickov in earnest.
The striker gave Walsall the lead five minutes from time before doubling up in injury time.
Rovers struggled to get a foothold in the game throughout as the hosts controlled the midfield.
Particularly in the first half, Walsall dominated possession for long periods without really looking like taking the lead.
Though Rovers were on the back foot, they remained defensively strong and left goalkeeper Thorsten Stuckmann with little to do.
Walsall should really have tested him after eight minutes. Andy Taylor sent in a teasing ball from the left with Jason Demetriou getting in ahead of Aaron Taylor-Sinclair for the volley only to hook it over the bar from seven yards.
Moments later, James Coppinger created a chance from nothing with an overhead kick from Andy Williams' drilled cross, drawing a fine save from Neil Etheridge.
Rovers looked at their most threatening on the break. Cameron Stewart carried the ball from half way and drew a simple save from Etheridge with a shot from distance.
The hosts looked to release striker Tom Bradshaw off the shoulder at any opportunity and it took a brave low save from Stuckmann to prevent him from getting a shot on goal after 18 minutes.
Curtis Main surged towards goal from 45 yards out and struck a fine effort which flew narrowly wide.
Walsall dug in around the midpoint of the half and dominated possession for a good ten minute spell, only lacking urgency in their attacking play.
And Rovers almost made them pay on 38 minutes. Aaron Taylor-Sinclair smashed a free kick from inside the D which Etheridge somehow fisted away for a corner.
The start of the second half was rather low key until former Rovers loanee Milan Lalkovic was released into the area only to slide a shot past the far post.
Williams was denied by the fingertips of Etheridge following a rasping drive after Coppinger's initial shot was blocked.
Stuckmann produced the save of the match however on 62 minutes. Andy Taylor cut inside a curled a low right footed effort which Stuckmann somehow got across to and tipped wide.
Chances were few and far between for both sides as the game wore on though Walsall continued to have the better of possession.
Rovers did have a big shout for a penalty when Williams was pushed in the back by former Doncaster defender James O'Connor right on the edge of the box but referee Kevin Wright was unmoved by the incident.
Four minutes later Rovers were behind. After failing to clear Bradshaw's low cross, Sam Mantom smashed a shot on goal which was blocked, only for Bradshaw to appear and smash the ball into the far top corner on the volley.
Rovers were deflated, and even more so in injury time when Walsall doubled the advantage.
Substitute Paul Keegan lost the ball in midfield and Bradshaw was released clear before hitting a deft chip over Stuckmann to score and start Rovers' new era on a sour note.
Walsall: Etheridge, Demetriou, O'Connor, Downing, Taylor, Chambers, Mantom, Henry (Morris 65), Sawyers, Lalkovic (Cook 73), Bradshaw. Subs not used: MacGillvray, Baxendale, Forde, Preston, Flanagan.
Rovers: Stuckmann, Lund, MacKenzie, Butler, Taylor-Sinclair, Coppinger, Gobern, Chaplow (Keegan 68), Stewart (Evina 66), Main, Williams (N'Guessan 84). Subs not used: Marosi, Middleton, Wellens, Mandeville.
Referee: Kevin Wright
Attendance: 4,127 (329 away)