Andy Williams had given the visitors the lead 12 minutes into the game and doubled his and Doncaster’s tally just before the half time break.
Murphy did pull a goal back in the second half for Latics but it was Darren Ferguson’s men that claimed the three points.
David Dunn was forced into one change following the 1-1 draw with Coventry last weekend as Murphy replaced the ineligible Richie Wellens.
It was Latics who had the better of the opening 10 minutes, causing problems for the Doncaster back line.
With two minutes on the clock, Mike Jones’ delivery into the box found the head of the onrushing Carl Winchester but it went inches over the crossbar.
Liam Kelly was the next to go close as he fired wide from 30 yards.
However, it was the visitors that took the lead on 12 minutes through Williams.
A free kick was taken down excellently by the former Swindon Town striker and with the outside of his boot, he curled it past Cornell to give Doncaster the lead.
Doncaster almost doubled their lead on 15 minutes as Conor Grant struck the post from 25 yards.
Only a minute later, the midfielder hit a shot from a similar position but this time it was deflected wide of the post.
Latics needed to get back into the game and found themselves on top midway through the first half.
There were appeals for a penalty just before the half hour mark as Kelly went down in the area but the referee waved away the protests.
With Latics upping the tempo, Winchester’s cross ten minutes before the break found the onrushing Jones at the back post but Thorsten Stuckmann tipped wide his header.
From the resulting set piece, Jones delivered straight onto the head of Tim Dieng but he smashed the crossbar from eight yards.
Williams was proving to be a constant threat for the visitors, shooting over from six yards and was denied point blank by Cornell from five yards.
He did, however, make Latics pay a minute before the half time interval as he bundled the ball into the back of the net from close range to double the visitors lead.
Murphy almost pulled a goal back before half time for Latics but his header was excellently saved by the Doncaster goalkeeper.
Dunn made a change at the break and brought on Cameron Dummigan for James Wilson, moving Brian Wilson to central defence.
Former Latics full back Cedric Evina had a chance to make it three minutes after the restart but Cornell pulled off a great save to deny him.
Grant fired wide 10 minutes into the second half for Doncaster but Latics then started to dictate play as they looked for a way back into the game.
Dummigan fired wide, via a deflection, whilst two minutes later Murphy shot over the bar from 25 yards.
Mark Yeates and Joseph Mills were introduced into the second half and they caused a nuisance on the left hand side.
Latics did get back into the game with 15 minutes remaining courtesy of the returning Murphy.
The striker, who enjoyed a prolific loan spell in front of goal with Crawley Town, pulled a goal back through his own good work.
Jones’ drilled ball into the box was flicked on by Murphy to Yeates at the back post. The winger took a touch and played a low cross into the box to Murphy who made no mistake from six yards.
That gave Latics the impetuous to go forward and that also forced the visitors to clear the ball into no mans land.
However, the visitors almost restored their two goal lead with 10 minutes remaining but Mills was back in time to deny Richard Chaplow.
Latics were throwing everything forward in a bid to get something out of the game but a succession of injuries to Doncaster’s players disrupted the flow of the game.
Deep into additional time, Murphy had the chance to rescue a point but he headed Yeates’ cross over the bar from six yards and Latics came away from the game pointless.
Oldham Athletic: Cornell, B.Wilson, J.Wilson (Dummigan 46’), Dieng, Eckersley (Mills 71’), Winchester (Yeates 62’), Philliskirk, Kelly, Jones, Murphy, Cassidy.
Subs not used: Coleman, Croft, Poleon, Rasulo.
Doncaster Rovers: Stuckmann, Butler, Evina, Alcock, Taylor-Sinclair, Keegan, Grant, Coppinger (Chaplow 72’), Middleton, Williams (Tyson 64’), Mattioni (Lund 31’).
Subs not used: Marosi, McCullough, Mandeville, Whitehouse.
Goals: Oldham Athletic (Murphy 74’) 1-2 Doncaster Rovers (Williams 12’, 45’)
Attendance: 4,432 (766 visiting supporters)