Rovers are above the Latics in the table, but goals by Gregg Blundell and Jermaine McSporran earned only their third away win of the season.
Oldham were stunned by Blundell's strike in the opening seconds and could not get back on level terms despite long periods of pressure and a handful of clear chances.
They shocked premiership neighbours Manchester City in the FA Cup third round only seven days earlier but were killed off nine minutes from time by McSporran's clinical finish.
Blundell's opener was set up by lively winger Michael McIndoe who beat on-loan Blackburn defender Alex Bruce round the outside, and made it the byline.
His low ball across missed out the entire Oldham defence and Blundell tapped in from six yards to mark his return to the line up.
Kevin Betsy fired wide for Oldham after squeezing between his two guardians in the box, and Mark Hughes, another of Latics' young loan signings, was also off target from close range.
Oldham thought they should have had a penalty when Betsy was grabbed by Doncaster captain Steve Foster, but referee Graham Salisbury turned down their appeals.
Paul Green went close for Doncaster, but the home side enjoyed a long dominant spell which saw Scott Vernon, Bruce and Neil Kilkenny all go close.
Rovers keeper Stuart Jones made a flying stop from Hughes before his side wrapped up victory when Blundell found McSporran just inside the box and he drilled his right-foot shot into the bottom corner.
Vernon pulled one back with a close-range header from Adam Griffin's cross, but Doncaster held on during a frantic last few minutes.