The fans did at least see something to cheer after Rovers put in an excellent second half display to pull back from 3-0 down at half-time to make it 3-2.
But they were unable to find the equaliser neededd to take the tie into extra-time.
A crowd of 7,671 saw the game, with some of the fans pictured here. See who you know and tag in your mates.
Get more Rovers news here.
17. Rovers 2 Southampton 3
Doncaster Rovers exited the FA Cup after a battling 3-2 defeat at home to Southampton.. Photo: Howard Roe/AHPIX LTD
18. Rovers 2 Southampton 3
Doncaster Rovers exited the FA Cup after a battling 3-2 defeat at home to Southampton.. Photo: Howard Roe/AHPIX LTD
19. Rovers 2 Southampton 3
Doncaster Rovers exited the FA Cup after a battling 3-2 defeat at home to Southampton.. Photo: Howard Roe/AHPIX LTD
20. Rovers 2 Southampton 3
Doncaster Rovers exited the FA Cup after a battling 3-2 defeat at home to Southampton.. Photo: Howard Roe/AHPIX LTD