In his determination to end a difficult campaign by playing regular football, the veteran forward joined Rovers on loan from Scunthorpe United last week.
And he was thrust straight into their desperate fight for survival in League One, starting both games in the Easter double-header with Colchester United and Blackpool.
“Life is full of challenges,” he said with a grin when asked if he enjoyed a challenge. “This is one of many. We’ll dig in and roll our sleeves up.”
“I wasn’t getting enough game time at Scunthorpe.
“Having been injured for a while at the Christmas period, the plan was to get plenty of games before the end of the season.
“But the games were running out and I found myself in a position where I’d only made a couple of starts in a couple of months.
“The decision coming in was playing games, scoring goals and helping the team.
“It was about getting right in there and getting out of this mess that we’re in. That’s still the plan.”
McSheffrey followed up his goalscoring debut against Colchester by playing more than an hour against Blackpool.
Boss Darren Ferguson admitted the 33-year-old had run himself into the ground having made only two starts in 2016 prior to his loan move.
“Colchester was my first full 90 minutes in a long time,” McSheffrey said. “Hopefully it’ll stand me in good stead.
“I needed it. The legs felt a bit heavy in the second half. It’s probably because we got worked a bit.
“Hopefully it’ll stand me in good stead and better is to come.”
McSheffrey said he watched Rovers numerous times during his spell on the sidelines over Christmas, when Doncaster were climbing the League One table.
And he believes one win would reignite the confidence in the players he saw before the turn of the year.
He said: “Not so long ago they were a very good team. I watched them a lot over December and January when I was injured and I saw some very good performances.
“I watched the Stoke game in the FA Cup, the Gillingham game where they finished really well.
“There were some good performances where they were playing really good football.
“One win could get the shackles off and the confidence comes back.”