Rovers were in discussions with Queens Park Rangers over the weekend in the hopes of securing a loan for Lumley for the remainder of the season.
The 25-year-old is out of contract in the summer at QPR and was not expected to be offered fresh terms.
However Rangers are understood to have commenced talks with Lumley over a potential contract extension which have placed discussions with Rovers on hold.
Though a return to the Keepmoat for Lumley has not entirely been ruled out, Rovers have stepped up their hunt for other goalkeeping options in the loan market.
It is likely at this stage that Louis Jones will start Saturday’s FA Cup tie against Blackburn Rovers.
Lumley’s last week-long emergency loan at Rovers expired last Friday and clubs are not permitted to make such transfers during the January window.