Referee Darren Drysdale opted not to give a spot kick as Seb Hines brought down Chris Brown in the box at the Riverside as a draw proved insufficient to save Doncaster from dropping to League One.
Saunders was also furious about some of the decisions given by referee Mick Russell in Portsmouth's win over Rovers at the weekend.
"I thought we played really well on Saturday and you know what happened, I'm still trying to get over it," said Saunders.
"We've done well, we've resisted, and there were a lot of good performances out there and we got done by the referee again. After the week we've just had, how hasn't he given a penalty for Chris Brown? I'm flabbergasted.
"We changed the bus tonight, I thought that might change the luck. But when didn't give the penalty I thought 'here we go again'."
Doncaster will now play their football in League One next season.