Rovers ended the "Walsall curse" in style by coming from behind to record a 4-1 win at the Bescot Stadium.
The Saddlers have proved Rovers' bogey team in recent years, and went ahead through Morgan Ferrier.
But John Marquis levelled for Rovers before the break, with Mallik Wilks, James Coppinger and Matty Blair striking in the second period to seal all three points.
The first shot on goal went the way of Rovers after five minutes with a free-kick from the right. Danny Andrew and Ben Whiteman were stood over it, with the latter feigning to shoot before allowing Andrew to sting the home keeper Liam Roberts' palms with an effort that was dipping just under the bar.
The home side first threatened five minutes later with a well-worked counter which saw left-back Luke Leahy play through winger Josh Ginnelly, though the latter's effort went wide.
The opening period was end-to-end, with Matty Blair seeing an effort deflected wide and Andy Butler glancing a header just wide against his former club.
And the home side went ahead after 17 minutes when Rovers failed to deal with a Ginnelly cross and Ferrier headed home from close range with Marko Marosi helpless to stop it.
The home side enjoyed a confidence boost from that goal, but Rovers worked their way back into the game.
Marquis went close after 30 minutes when Blair headed a James Coppinger free-kick into his path, with the No.9's effort blocked by the keeper's legs before he threw his body on top of the ball.
The equaliser came after 33 minutes when Leahy handled the ball in the area while challenging Joe Wright for a header following a corner.
Marquis stood up and confidently converted the spot-kick past Roberts to level the score.
Rovers almost took the lead shortly afterwards when Mallik Wilks went past a number of defenders before the ball broke into the path of Coppinger whose shot was deflected wide.
There were no changes at the break, and Marosi had to be alert in the opening exchanges to keep out a Ferrier effort from six yards out.
But Rovers went ahead as the game reached the hour mark with a well-worked goal down the left. Whiteman's pass found the run of Wilks, and the on loan Leeds drilled the ball into a bottom corner.
Whiteman looked to get himself on the scoresheet moments later when he tried a shot from distance, but Roberts was well placed to get his full weight behind it.
Rovers did make it three with just over 20 minutes to play with a well-executed counter-attack led by Wilks. With Coppinger to his left and Marquis to his right, he went left and the club's talismanic No.26 lofted the ball into the far corner.