It was late drama at the Memorial Ground as a late Eoin Doyle header ensured Athletic picked up their first three points of the season.
The striker met a Kean Bryan cross into the box to power Latics back into the lead after surrendering a two goal advantage in the last 10 minutes.
All had started well for Latics as Jack Byrne’s contender for Goal of the Season put Latics ahead early in the second half.
Craig Davies doubled Athletic’s advantage on 70 minutes before two quick goals from Rory Gaffney and an own goal drew Bristol Rovers level.
Latics managed to regain their nerve, and regain the lead, minutes later as they picked up their first three points of the season.
Manager John Sheridan elected to stick with the same side which drew 2-2 with Fleetwood Town on Saturday with Eoin Doyle and Craig Davies again leading the line.
It was a slow start to the game with both teams feeling their way into the game.
The first shot of the game came on eight minutes from an unlikely source.
Bristol Rovers goalkeeper Adam Smith’s long kick was taken by the wind and almost deceived goalkeeper Jack Ruddy but he collected on the line.
The home side started to pose Latics problems as Ellis Harrison fired over from inside the box but he should have put the Gas ahead on 18 minutes.
The striker found space at the back post but a great recovering challenge from George Edmundson denied him a clean connection on the ball and Ruddy claimed.
Athletic were forced into a lot of defending but they held firm in a strong first half display.
On 26 minutes, Latics had their first real chance of the game. Jack Byrne received the ball on the edge of the box but he struck wide.
Just after the half hour mark, Latics had a great opportunity to take the lead as Craig Davies was fouled on the edge of the box.
Dan Gardner took the free kick but it rebounded off the wall and then Peter Clarke’s follow up was volleyed over the crossbar.
Latics finished the half strongly and should have gone into the break ahead.
Doyle’s cross found Davies in front of goal, the striker looked set to convert but a defender managed to get back and divert the ball onto the crossbar and clear.
Latics took the game to their counterparts in the dying minutes of the half as Gardner almost volleyed home from inside the box but it went wide.
Athletic started where they left off in the second half and took a deserved lead on 49 minutes.
Kean Bryan picked out Byrne in space, he took the ball forward and unleashed a thunderbolt into the top corner, a Goal of the Season contender, to give Latics the lead.
Bristol Rovers looked for an immediate response but Harrison fired wide from the edge of the box.
The 123 Oldham Athletic fans were full of noise as Latics continued to knock on the door of the second goal.
Jack Ruddy had yet to be tested in the second half but on 67 minutes, he tipped over an effort from the edge of the box from Tom Nichols.
It was a wonder save, and minutes later, Latics would double their advantage through the impressive Davies.
It was all the good work of Byrne who took on a number of players before laying the ball to Davies on the edge of the box.
The striker still had a lot to do as he deceived the goalkeeper from the edge of the box and fired home at the front post to double Athletic’s lead.
Minutes later, and it was almost three. Ryan McLaughlin found himself free on the right, he crossed into the box but it was just ahead of Davies.
Byrne was replaced on 80 minutes to a standing ovation and was replaced by Ousmane Fane.
The midfielder almost made an immediate impact as he struck from the edge of the box but his effort went wide.
Bristol Rovers managed to pull a goal back on 83 minutes as Gaffney found space behind the defence and slid the ball past Ruddy to reduce the arrears.
Two minutes later, and against the run of play, the home side were level.
Substitute Chris Lines’ free kick was a good one and it came off the head of an Oldham Athletic defender and went into the back of the goal.
However, Latics responded well and retook the lead on 88 minutes.
Good work by Davies and Bryan saw the latter cross and Doyle converted with a close range header which rebounded off the crossbar.
It was nothing more than Latics deserved for a dominant performance.
However, there was soon to be drama in the final minute of five minutes additional time.
A cross into the box was blocked by Clarke and he laid on the ball as several Bristol Rovers players attempted to get it off him.
The referee blew his whistle and awarded a drop ball 12 yards from goal, but Latics managed to clear and they held on to all three points.
Bristol Rovers: Smith, Leadbitter, Brown, Lockyer, Sweeney, Sercombe, Clarke (Lines 63’), Harrison (Gaffney 63’), Bodin, Nichols, Moore (Telford 75’).
Subs not used: Andre-Jr, Broadbent, Bola, Partington.
Oldham Athletic: Ruddy, Gerrard, Clarke, Edmundson, McLaughlin, Nepomuceno, Gardner, Byrne (Fane 79’), Bryan, Davies (Holloway 90+1’), Doyle.
Subs not used: Placide, Dummigan, Wilson, Banks, Menig.
Goals: Bristol Rovers (Gaffney 83’ Own Goal 85’) 2-3 Oldham Athletic (Byrne 49’, Davies 70’, Doyle 88’)
Attendance: 7,908 (123 visiting supporters)