Bolton made a blistering start with two goals in the first 15 minutes - via Neil Danns and Joe Mason - but had to hold on after David Cotterill's stunning 30-yard free-kick.
Rovers' clearest opportunity arrived when James Husband appeared to be brought down by Mohamed Kamara in the 60th minute, but referee Gary Sutton waved aside the appeals.
"Why it wasn't given I haven't a clue," Dickov said.
"I've seen it back on video and it only confirms what I thought at the time - it was a stonewall penalty.
"That's a defining moment in the game but these decisions just seem to be going against us."
Doncaster a four points ahead of the relegation places - with five games to play - but Dickov believes the spirit shown against Bolton proves his side can remain clear of danger.
"The game was so open in the first 20 minutes and we paid the penalty for it by conceding two goals," he said.
"But once we got to grips with it and sorted it out I thought we played very well.
"We started to defend like a team and showed a lot of character to get back in the match.
"That's what gives me confidence for the last five matches because we were relentless and gave it a real go.
"The players rolled up their sleeves and gave it everything they had. When you have a group of players like that you've always got a chance."
Bolton had goalkeeper Adam Bogdan to thank as he made several fine saves, while they could have made matters easier for themselves as Jermaine Beckford and Danns wasted chances in stoppage time.
Bolton boss Dougie Freedman said: "It was an excellent three points and I thought we deserved it with the way we imposed ourselves on the game at the start.
"You have to give credit to them for the way they came back at us and we had to make one or two changes to combat that.
"It was all about the first 15 minutes for me because we dominated possession. I want us to control games but it's not always possible when the other side have a say.
"Fair play to Doncaster, they are battling away and have got an attitude that they are not going to lie down.
"We've always felt we were looking upwards rather than down and it's a pity the first 12 games never gave us a chance to be more prominent.
"But we've done well more recently to get where we are."