The Millers outplayed their neighbours in the first 53 minutes at New York Stadium and deservedly took a 2-0 lead through a brace of Michael Smith goals.
A red card for Mickel Miller, lunging into Kyle Knoyle, should have made the game interesting but instead it became a non-contest between a team that did not want to attack and one that could not. The game finished 2-0.
"I'm flabbergasted by the last half-hour," admitted Doncaster manager Wellens.
"We actually had a break when (Rotherham's) Joe Mattock went down injured with 11 minutes to go and we said to them half-an-hour earlier we'd told them to just cross the ball, even if it's not a good position.
"They've got centre-backs and midfielders in there and when the ball comes out we should land on most of the second balls because we've got the numerical advantage and the we can pick our way through. We didn't do it and with 11 minutes to go and six minutes of injury time we got them together to tell them when Mattock was injured and we still didn't do it.
"When you're working with inexperienced players, sometimes it takes time to ge tthe message across.
"I'm not going to lose faith in these players because we're not bad but we do need a helping hand up front, we know that.
"But to come away and not have our supporters not see any real chancs in the last half-hour, I'm gutted for them."
There are plenty of mitigating factors for Doncaster, who went into the game with a front three consisting of full-backs Charlie Seaman and Tommy Rowe and midfielder MAtt Smith playing as an ineffective "false nine".
Wellens has a couple of transfers lined up before Tuesday's deadline day but needs to make space in the tight budget for them by moving players on. He badly needs them, though.
"We need help," said Wellens.
"I'm hopeful. Am I confident at the minute? We're on the same page, Gavin (Baldwin, the chief executive) and David (Blunt, the chairman) know we need someone up there, we're just trying our best.
"More than that, though, we need players back fit. This was one of the worst games for Tom Anderson to be injured because of the sheer physicality.
"Every time we made a chance or got in their final third it was bang, bang, bang, good play. They just kicked it to Smith and we concede a goal. That's soul destroying.
"At the moment we're a little bit tippy-tappy but we'll get more ruthless as the weeks develop, as we grow and improve.
"That was one of the big disappointments.
"We need to stick together - the (international) break has come at a welcome time - and we need experienced players.
"If you look at their team today, I don't know the average age but they were strong physically and knew their jobs. We've got a lot of talented players that need a bit of a helping hand and we probably just lacked that little bit of experience.
"When we get Tayls (winger Jon Taylor) back it will change our dynamic massively."
Doncaster's next game is against the same opponents in the Football League Trophy on September 7.