The Trotters chief made four changes following their 3-0 midweek defeat at Fulham, and Martin Olsson's first-half strike gave Rovers the points.
Coyle admitted his side was lacking depth, saying: "I'm frustrated. I felt the application the lads put in was terrific given again we were decimated by injury and really had a makeshift team.
"We started the game well and probably could and should have scored (when Rodrigo Moreno hit a post) and then we've shot ourselves in the foot with the goal we've lost.
"I think a lot of them acquitted themselves very well in terms of the effort, both physically and mentally. They had to given how big the last couple of weeks have been for them and coming off a tough midweek game as well.
"We have the smallest squad in the division and that was shown earlier in the season. And we had nobody else, we were down to 18 given injuries."
Source: PA
Source: PA