Scott Sinclair was the hero as a single strike was enough to see off promotion favourites Peterborough.
Rovers made one change from last week, with Connolly replacing Gibbons in the backline. Peterborough named former Gas striker Jonson Clarke-Harris on the bench.
The Gas flew out of the blocks and Sinclair delivered a teasing cross in the first minute that the visitors just managed to scramble away as Coburn and Finley looked to capitalise.
At the other end, Thompson lined up a shot from 30 yards but it flew well wide of Belshaw's goal. Aaron Collins nearly opened the scoring in the 12th minute as he latched on to a Finley pass and shot firmly on target, forcing a decent stop from Bergstrom.
Evans was yards away from finding the back of the net after good work down the left flank from Gordon, but the midfielder's shot flew narrowly wide. Thirty seconds later, the Filton Ave Figo smashed a shot over the bar from a similar position, after Sinclair teed him up.
A decent ball down the line from Thomas found Coburn in the 33rd minute. He found Collins but the striker's shot was charged down. There was nothing to separate the teams that began the day in 4th and 17th place.
Marriott raced through the middle as the Posh went route one, but was flagged offside. Next to threaten was Mason-Clark, who reached the byline but his driven cross was claimed by a diving Belshaw.
The last time a Grant McCann side came to The Mem, his Hull side came away 3-1 victors, but his side was having little joy in the final third up to this point.
Evans then drove forward and won the Gas a corner in the 39th minute. He took it himself but the cross was just too high for Coburn and Connolly had to be alert to clear as the visitors broke away.
A deft touch from Coburn nearly resulted in Collins setting himself up for an acrobatic effort before a block on an Evans shot saw the Gas win a corner as the half drew to a close. Evans' delivery evaded Bergstrom but Thomas couldn't capitalise.
Peterborough swapped Poku for Jones at the interval.
Rovers were soon on the attack and Sinclair turned Butler inside out, but unfortunately lost his footing as he advanced into the area. Thomas was booked for a late challenge in the 50th minute, before Sinclair shot low on target from distance, which Bergstrom smothered.
The game was lit up in the 53rd minute as Collins played a lovely through ball for Sinclair, and the number seven fired home to put Rovers a goal to the good.
Play was halted in the 57th minute as Peterborough's Mason-Clark slid into the corner flag and injured himself, meaning Clarke-Harris entered the action. Sinclair was causing havoc down the right and his cross was spilled by Bergstrom and Gordon was inches away from opening his Gas account.
Collins nearly made it two in the 68th minute after being put through by Gordon, but his shot was deflected behind for a corner.
Referee Wright was being lenient as several shirts were being pulled in the box. The visitors cleared their lines, before Evans had the Gas back on the attack but overhit his cross.
The visitors were reduced to ten men in the 74th minute as Edwards was shown a straight red for chopping down Coburn, who was through on goal. From the free-kick, Evans blasted on target but the wall did its job and Rovers had a corner rather than a second goal.
Finley won a free-kick in the 77th minute, and Sinclair was fouled a minute later for another as the visitors lost their discipline. Gibson should have made it two in the 80th minute, first toe-poking at Bergstrom, before firing the rebound over the bar.
Finley was everywhere in the second-half and snuffed out a Peterborough move on the right-hand flank, before the visitors were gifted a way back into the game with a free-kick on the edge of the box in the 83rd minute.
Clarke-Harris took it but fired five yards over the bar and The Mem gave a collective sigh of relief. Collins then conceded a free-kick out wide in the 87th minute and the ten men were inches away from an equaliser; Clarke Harris' boot not quite connecting from close range.
Evans wasted a three-on-one chance a minute later, before his cross was too near Bergstrom, who launched clear, Gordon scuffed a header and Belshaw had to be alert to keep out a Jones shot.
The Gas held firm, despite eight minutes of injury time, and secured a vital win.
Next up for Rovers is the Emirates FA Cup Second Round game against Boreham Wood, which kicks off at 2pm on Sunday 27th November at The Memorial Stadium.
BRISTOL ROVERS: James Belshaw, Lewis Gibson, James Connolly, Bobby Thomas, Lewis Gordon, Scott Sinclair, Antony Evans, Sam Finley (C), Jordan Rossiter, Aaron Collins, Josh Coburn.
Substitutes: Anssi Jaakkola, Alfie Kilgour, James Gibbons, Harvey Saunders, John Marquis, Trevor Clarke, Luke McCormick.
PETERBOROUGH UNITED: Lucas Bergstrom, Dan Butler, Ronnie Edwards, Frankie Kent, Jeando Fuchs, Ephron Mason-Clark, Kwame Poku, Nathan Thompson (C), Jack Marriot, Harrison Burrows, Hector Kypriano.
Substitutes: Blackmore, Watts, Knight, Clarke-Harris, Jones, Thompson, Randall.
Referee: Peter Wright
Attendance: 8,635 (518 away)