For the second time in recent weeks, Rovers lost to a single goal scored in the final minute of the game.
Gillingham managed it at the Priestfield Stadium, and tonight Exeter did it in the 90th minute when James Dunne headed home a corner from the right.
Manager Paul Trollope could barely conceal his disappointment at the result and the manner in which it arrived.
"The goal came from a set piece, which is always frustrating. We seem to have been decent in preventing goals from set pieces over the last couple of months, but we came unstuck tonight from a decent ball and a good bit of movement.
"The marking was slack, and it's a disappointing way to lose the game after we had pinned Exeter back for long spells of the second half.
"We've had a solid look about us over the last two or three weeks but Exeter did cause us a few problems early in the game and they crossed a few balls that we had to deal with.
"As the game wore on, though, especially after half time, we upped the tempo a bit and started to pass the ball better."
There were points to be made at the half time interval.
"At half time I said that I didn't think we had shown enough composure with the ball, or keep possession well enough. But as soon as we started controlling things in midfield areas, and using the width of the pitch, we pushed them back pretty quickly and got on top of the game.
"It was a different scenario to the game against Tranmer, who defended very deep and prevented us from creating chances. Exeter came out and tried to play but, from our point of view, when we got around the box the final cross, pass, thread, and shot weren't good enough.
"We have to look at that, because while Exeter put in a number of fantastic blocks at times for the territory we had in the second half I expected a little bit more.
"We certainly have the quality, as we have already shown. However to get ahead in a game like that, the first goal is always going to be important. We didn't manage it, and we are disappointed we couldn't continue our good defensive work and keep a clean sheet."
Substitute Andy Williams made an impact after replacing Jeff Hughes.
"We thought we caused them a few problems when we turned the screw in the middle of the half, and we were in the ascendancy. We had our tails up, and had a good urgency about us."
The manager admitted that there is work to be done before the next game.
"We have a lot of work to do on our play in the final third and certainly, looking at our first half display, we are going to have to look at a few issues about us being comfortable in games and trying to extend ourselves a little bit earlier.
"We were OK in the game in the first half, but we weren't flat out. We are capable of beating good teams in this division. Exeter have some good players, and are a good side, but without being disrespectful I think if we had been at our top level for 90 minutes they would have struggled to cope with us. For 45 minutes, though, we weren't firing on all cylinders and we need to get to the bottom of that.