Brentford had their chance to seal automatic promotion themselves in the dying seconds after Clayton Donaldson had been bundled over in the box.
But on-loan Fulham striker Marcello Trotta wrestled the ball from first-choice taker Kevin O'Connor and blasted his penalty against the crossbar.
Rovers broke straight away and James Coppinger's injury-time winner settled the promotion shoot-out in a game almost totally dominated by the home side.
Rosler said everyone in the dressing room was "speechless" after Trotta's 95th-minute penalty miss.
"The circumstances in which we lost promotion are very difficult to take, but we will go away and have a few beers and then regroup to plan for Swindon," Rosler said.
But the German could barely conceal his anger after Trotta tussled with skipper O'Connor to take the penalty, which he then missed.
Rosler said: "He was not my first-choice taker, but that is not something I want to go into now. We will deal with it internally and then go again."
He added: "The most important thing now is that we pick ourselves up because we've worked all year to get here and we're not going to give it up.
"We didn't really play the way we can, but we can't feel sorry for ourselves. We just have to go again and learn from this experience."
- Sports & Recreation
- Marcello Trotta
- Clayton Donaldson
- James Coppinger