Goals in either half from Joe Dodoo and Josh Martin saw Rovers sign off at the Eco-Power Stadium with a victory and further delay their inevitable relegation to League Two.
Rovers are three points from safety with one game to play but their -45 goal difference means they are effectively down.
Experienced midfielders John Bostock and Adam Clayton have had a notable impact on the team in recent weeks and Rovers have collected seven points from their last four games.
“We’ve picked up some momentum,” said McSheffrey.
“That’s five games now – bar the first half at Shrewsbury – where I’m happy with how the lads have played.
“They’ve got on the ball, they’ve been brave and today they showed the ugly side of it as well.
"They dug in, worked hard, won second balls, got lots of first contacts in the box and defended things.
“The momentum has picked up and it’s just unfortunate that we’ve just ran out of games with it.”
Rovers were grateful to goalkeeper Jonathan Mitchell who saved Gassan Ahadme’s first half penalty just minutes before Dodoo headed the home side ahead.
Burton pushed for an equaliser but came up against a determined Doncaster rearguard and Martin sealed the win with a cool finish after good play from Reo Griffiths.
“I thought we rode our luck a bit in the first half and weathered the storm,” said McSheffrey.
“They were direct and they’re good at grinding you down and getting corners and long throws where Hamer can launch it in.
“I thought we stood up to them really well and defended well.
“Obviously we gave the penalty away but there was lots of grappling going on.
“I’ve not seen it back yet but the referee said Kyle [Knoyle] wasn’t looking at the ball. Borthwick-Jackson on set-plays for them doesn’t look at the ball, he just works as a blocker and grapples people so I’m not sure how he’s come to that decision.
“But Jonny makes a good save and then with the best bit of play of the half we go ahead.
“Adam [Clayton] finds a lovely through ball, Knoyley delivers first time and Joe does what we all want him to do. He [Dodoo] looked a real threat today, he was a handful and won his headers.
“We got in with our noses in front and then in the second half I felt it was quite comfortable bar a couple of really good efforts from them.
“We didn’t make loads of chances but we had three or four good counter attacks and finally Josh finished one off with, again, a great little bit of play.
“We’re obviously happy with the win.”