In 2005-06, Doncaster Rovers defeated two Premiership clubs in the League Cup - Manchester City and Aston Villa. They reached the quarter finals of the tournament where they were knocked out by Arsenal on the penalty shoot out.
Successive promotions in 2002/2003 and 2003/2004 under the reign of manager Dave Penney has returned them to the Coca Cola League I. Penney left in August 2006 and was replaced with previous AFC Bournemouth manager Sean O'Driscoll. A new stadium was completed in December 2006 and their first match at their new Keepmoat Stadium was against Huddersfield Town F.C. on New Year's Day, 2007. The first goal scored at the Keepmoat Stadium was by Mark McCammon.