The Scot admitted prior to kick-off that he would have snatched the hand off anyone who offered his side a point.
But, at the full-time whistle following the 0-0 draw, he was a little downbeat that his resurgent strugglers were not returning to Yorkshire with all three points, after seeing his side spurn several good chances.
Forest have only beaten Rovers once in the last seven attempts and Dickov felt his team had done enough to cause them more upset.
"We are delighted to take a point and a clean sheet - part of me is slightly disappointed not to take the win," he said.
"I would have taken a point against Forest prior to kick-off, if you had asked me. They are a top, top team in this division.
"But I thought at times that some of the football we played was fantastic. We created numerous chances. I would have taken a point coming here but, on reflection, I was disappointed we did not take all three."
Doncaster have now taken seven points from three games - and have put an eight-point cushion between themselves and the bottom three.
But Dickov warned they have much work still to do, saying: "We have 10 tough games left still. We pulled seven points clear in January and February, but got pulled back in and found ourselves in the bottom three. It has been a big week for us and I was delighted with the players.
"But we have to sustain these performances. As well as good players, we have a lot of good characters, who are up for the fight."
Forest assistant manager David Kelly was also frustrated with the result, as the home side notched up a seventh game without a win.
"We are frustrated with the result. In the first 20 minutes we were on top, we created some good chances and we were disappointed not to have got the three points.
"In the second half, in fairness to Doncaster, they had a few good chances and Paul Dickov is probably saying the same thing."
Forest lost key midfielder Andy Reid to a hamstring problem in the second half.
"We will have a look at him and hope that it is not a long-term problem," Kelly said. "We took him off as a precaution, as soon as he flagged it up, so we will see.
"We lost a little bit of our attacking edge once he had gone off. But the good thing about the Championship is that we have a fantastic game coming up next weekend at Derby."