The Tigers were undone by quick-fire second-half goals from Daniel Ayala and Ben Brereton-Diaz and try as they might - in a game where they mustered 17 goal attempts with five being on target - the visitors failed to find the net once again.
Prior to Rovers making the breakthrough, City saw a goal from Josh Magennis ruled out for offside, much to the consternation of McCann, who felt that the strike should have been given.
Unfortunately, it was not and you have to go back to the opening day of the campaign at Preston on August 7 for the last time that Hull netted in the league.
Meanwhile, off the pitch, speculation about the future of the club has again come to the fore with reports in Turkey suggesting that businessman Acun Ilıcalı has confirmed his interest in buying the Tigers.
On his side’s reverse in Lancashire, their fifth consecutive defeat to bogey side Rovers without conceding a goal, McCann, whose side welcome Sheffield United in a televised lunch-time derby on Saturday, said: “It is cruel. I thought we were excellent between both boxes. A ten-minute spell where we conceded off a set-play with an individual mistake cost us, which is disappointing for us and Jacob will learn and he is learning all the time.
“But I thought our general play was good and I thought we controlled most of the game in terms of what we are trying to do and then there was that spell for ten or 15 minutes where Blackburn came on strong.
“The second goal was a sucker-punch, but I was pleased with the boys and they kept going and created opportunities. We are just slashing at things at the minute. Maybe they are trying too hard, I don’t know.
“I have never seen so many shots fly over the crossbar since I have been at the football club and from players who are usually quite clinical and deadly in those situations.
“I also thought we scored a legitimately good goal, which the linesman ruled out - and he refereed in a World Cup final. I am surprised when I saw it back as Josh is behind the ball.
“That maybe changed the complexion of the game. Those are the fine margins which are probably not going our way at minute.
“But if we continue to play like this and show the drive in terms of what we are doing going forward, then we will be fine.
Meanwhile, according to reports in Turkey, media mogul Ilıcalı has publicly revealed his interest in purchasing City after speaking to news outlet News Global.
He said: "I'm thinking of buying Hull City club in England. The other side trusts us. If God permits, my dream will come true.
"I want to fly the flag of our country in England with the success of Hull City.
"I hope that Hull City will consist of Turkish people, from its coach to certain football players in the future.
"My goal is to create a team that makes a sound in the world."