Reading went ahead early on when midfielder Danny Guthrie guided a long-range shot high into the roof of the net, but Doncaster levelled when substitute Theo Robinson latched on to a loose ball in the home area.
The Royals regained their lead through Adam Le Fondre before half-time and added two goals in the second half through Garath McCleary and Pavel Pogrebnyak as Rovers finished the match with 10 men after using all their substitutions.
“Reading started very quickly but, once I had changed the system, we got back into the game,” Dickov said.
“I still fancied us to win the game at 2-1 down but playing with 10 men made it very difficult. Reading took full advantage of the situation and just picked us off.
“I still feel a bit aggrieved and disappointed about the scoreline. Although it was 4-1, I thought we competed well. The final ball just didn’t come off for us.
“When we win matches, we try to draw the line under it quickly, and we’ll be doing that with this game as well.”