The 33-year-old, on loan from rivals Scunthorpe United, is expected to continue up front in today’s must-win match at Bury.
Languishing seven points adrift of safety with just six games remaining, Rovers’ third tier status is now hanging by a thread - much to the surprise of McSheffrey.
The former Coventry and Birmingham City striker told The Star: “Doncaster beat us twice us last season. They were both difficult games.
“I remember them coming to Scunthorpe, bringing a big crowd and they turned us over 2-1.
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“And in the last game of the season they gave us a real doing, 5-2.
“They’ve always had a good team, always had sharp, nippy players that could play football.
“I’m surprised and shocked [that this club finds itself where it is].
“But the reality is that we’re in this position and we’ve got to dig deep to get out of it.”
He added: “Obviously when I was at Scunthorpe you’re aware of results and teams that have had dips in form but you don’t really see the bigger picture.
“Now I’m here, you look at the results and it’s been a bad run. We are in a dogfight, there’s no hiding that.”
Despite time running out, McSheffrey remains optimistic Rovers can still survive.
“I still believe we can get out of this,” he said. “Mathematically it’s still there.
“We just need to get that first win. It’s no secret, the sooner we win, the better.
“If we win against Bury it breeds confidence and takes the shackles off a little bit, and who knows what can happen then?”