The League One side were very keen for a winger and a centre-forward before Tuesday's 11pm deadline but were only able to sign Newcastle United's Rodrigo Vilca, more of a No 10 but billed as a winger, on loan.
They thought they had a striker too but an error at Sunderland's end meant the paperwork was not submitted in time to complete the deal. The clubs appealed, but the Football League rejected.
Doncaster will nw scour the free agent market to fill the gap and Republic of Ireland international O'Brien will remain at the Stadium of Light.
First-choice centre-forward Fejiri Okenabihrie is set to miss the first eight weeks of the season with a foot injury and will then need time to get up to speed having sat out pre-season too.
Jordy Hiwula, who can play as a winger or a centre-forward, is yet to make his competitive Rovers debut, but they are hopeful he might be able to play a part in Tuesday's Football League Trophy game against Rotherham United.
Tiago Cukur, on loan from Arsenal, has been nursing a calf injury and manager Richie Wellens told experienced striker Omar Bogle during pre-season he was not part of his plans.
Rovers missed out to Rotherham over the loan signing of Will Grigg, another from Sunderland.
Their only goal so far this season came on the opening day from Charlie Seaman, a 21-year-old right-back pressed into service as an emergency winger.
Clubs can sign free agents outside of transfer windows, but other signings will have to wait until January.