The Brewers fell victims of a penalty shoot out after the end result finished 0-0 at the Keepmoat.
A dominant display from the Brewers wasn't enough as Doncaster took the Albion all the way to penalties.
"It is what it is. That is what happens when you don't take your chances." Hasselbaink said.
"I thought we were far the dominant side, especially in the second half.
"We looked way in control and created lots of chances but you have to take them and score them.
"If you don't take your chances, there is always a chance they will win.
"I was happy with the performance, it was more of a passing game so in that aspect I am very happy.
"Taking our chances we need to be more clinical."