Rovers produced a patchy performance in the windy conditions and seemed unable to play at their normal tempo after suffering the disappointment of dropping out of play-off contention following Saturday's defeat at Bradford City.
In fact it was the Saddlers who looked the better side in the early stages and they had a chance to snatch the lead in the 14th minute when striker Andrew Barrowman beat the offside trap but blasted his shot way over the crossbar.
Barrowman had earlier wasted another opportunity with a poor cross after Walsall had managed to break down the left side of the Doncaster defense.
James Coppinger looked Doncaster's most menacing attacker and he hammered a cracking effort just over the crossbar after cutting inside from the right in the eighth minute.
Barrowman managed to land a shot on target in the 27th minute after bursting through on the edge of the box but his effort was comfortably saved by Alan Blayney.
Doncaster had appeals for a penalty dismissed by the referee when Lewis Guy was brought down by Walsall's most impressive defender Chris Westwood in the 29th minute.
But although they looked well below their best it was Doncaster who snatched the lead in the 43rd minute after they were awarded a free kick when Michael Standing was penalised for handball.
Coppinger stepped up to blast a well struck effort through the poorly constructed defensive wall and into the bottom left-hand corner of the net.
Rovers stepped up the pace in the second half following an interval pep talk from manager David Penney but they still found it hard to make headway against the Walsall defense.
Guy had an angled effort well saved in the 64th minute following a quickly taken free kick from Coppinger.
It led to a corner that the home side were unable to take advantage again.
Home skipper Graeme Lee did well to block a shot from Dean Keates in the 78th minute before Leo Fortune-West squandered a great chance to make it 2-0 from close range seven minutes later.
Walsall were close to snatching a point when Michael Leary had a shot cleared off the line by Sean Thornton in stoppage time.