First-half goals from Joe Dodoo and captain Tom Anderson gave relegation-strugglers Rovers a perfect start, while Ben Close’s goal early in the second half looked to have secured all three points for the hosts.
But Wellens and the club’s anxious supporters were put through the wringer again as the Robins hit back with two goals in a frantic finish which saw a staggering nine minutes of stoppage time.
“It’s a massive result for us, especially the way it panned out with us holding out at the end,” reflected Wellens. “It should do a lot for the confidence. This is the first opportunity we’ve got to really get some momentum going.
“It was a game we should have well been out of sight in, we controlled it for around 60 minutes.”
The visitors had a great chance to pull a goal back in the 63rd minute after Ethan Galbraith was penalised for handball in the box.
But shot-stopper Pontus Dahlberg produced a fine save to deny Liam Sercombe from the spot and former Rovers striker Alfie May smashed the rebound against a post.
However, May pulled a goal back just five minutes later with a close-range strike and then substitute Andy Williams powered in a free header in the first minute of injury-time.
But Rovers held on to claim only their third league win of the season and, in the process, avoided a third successive loss.
Doncaster Rovers: Dahlberg, Anderson, Williams, Olowu, Galbraith, Close, Bostock, Rowe (Smith 8), Vilca (Cukur 80), Dodoo, Hiwula-Mayifuila (Barlow 90+5). Unused substitutes: Jones, Gardner, Horton, Hasani.
Cheltenham Town: Flinders, Blair, Pollock, Long, Hussey, Sercombe, Thomas (Norton 54), Chapman, Crowley (May 54), Vassell (Williams 81), Joseph. Unused substitutes: Evans, Freestone, Horton, Barkers.
Referee: Neil Hair (Peterborough)