The 24 year old who joined the club on transfer deadline day, 27th November, was due to remain at the Memorial Stadium until 4th January.
Manager Darrell Clarke said this morning; “Alex has returned to Luton a week early.
“He did well for us against Gateshead just before Christmas but was disappointing when he went on at Torquay, which wasn’t what I was looking for.
“He has all the attributes to be a decent striker, but sometimes things just don’t work out and I would like to thank him for his efforts whilst he was with us and wish him every success in the future.”
Wall made a total of six appearances during his short time with the club, including an appearance from the bench against Torquay United at Plainmoor.
He made his debut against Welling United, on 29th November, one of only two starts for Rovers. He never found the back of the net, though came close at Wrexham when his powerfully struck free kick rattled the crossbar before rebounding into play.