The Latics boss, whose side fell to goals by Benni McCarthy and Ryan Nelson at Ewood Park, praised his team's efforts but felt the luck was with Sam Allardyce's men.
Bruce told Sky Sports 1: "The one thing we've been rattling on about all week is that we must defend set-pieces, corners, free-kicks and the second one you sometimes have to say it's a fantastic delivery.
"First one we should do better, we know that. I think if we'd played until midnight we wouldn't have scored today. It's very frustrating that we haven't taken anything from the match."
There were shouts for obstruction on both goals by Wigan players, but Bruce shrugged off suggestions that goalkeeper Chris Kirkland was fouled on either count.
DissapointedAnd the Latics boss also praised Rovers' defender-cum striker Christopher Samba for being a real handful for the visitors. Bruce added: "I think Chris will be disappointed (with conceding today).
"We expect that there's a 6"7" guy in there who's up there to cause himself a nuisance and to be fair to the lad, we might mock it, he was a handful for us and they played it into his strengths and put it in there and caused us problems all afternoon, especially from set-pieces."
It is now three defeats in a row for Wigan, who are in danger of letting a fantastic season end in uninspiring fashion, but Bruce still feels his team can finish strongly.
"It's up to us, we've seen enough today," he added. "I couldn't think anyone who watched the game would say we didn't show a bit of commitment and a bit of energy."