Veteran Edwin Gyimah, Siyabulela Shai and Chibuike Ohizu were Sekhukhune's three changes, as Rovers banked on the experience of Oupa Manyisa and Thabiso Nkoana.
It needed the visitors only three minutes to go ahead after Bafana Bafana international Yusuf Maart worked out an opening to find the back of the net.
Rovers looked for an instant reply courtesy of a strike by Lehlohonolo Mojela, but goalkeeper Toaster Nsabata was equal to the attacker's task.
The lively spell of play from both sets continued towards the half-hour mark and Sekhukhune looked to have bagged a second through the head of Charlton Mashumba, but the offside flag was raised.
Babina Noko didn't want to take the foot of the accelerator pedal but urged for more goals through Shai and Ohizu late in the half, but it didn't materialise as the first half concluded.
It was the host visitors that brought on the first substitution at the start of the second half, with Vusimuzi Mncube hauled on and Mashumba removed.
Sekhukhune enjoyed a bright opening to the second period, but were soon pinned back when the host launched numerous forays in pursuit of the equaliser.
The search continued a little before the final ten minutes and had Mbulelo Wagaba clatter the woodwork through a smart attempt.
As Babina Noko regained their wits closer to fulltime, the host forced the match into extra-time with a last-gasp finish.
Well-travelled forward Prince Nxumalo could've put Sekhukhune ahead late inside the additional minutes, but missed target and saw the match to a penalty shoot-out.
Rovers held their nerve during the shoot-out despite missing two kicks to ran out winners, whilst Sekhukhune missed three of their five and bowed out.
Rovers: Mabitsela, Shaku, Mofokeng, Manyisa, Wagaba, Mojela, Letlhake, Malefetse, Mokwana, Motsweni, Nkoana.
Subs: Nkumane, Banyane, Sodi, Sangweni, Ntlaba, Mashele, Moloi, Ndlovu, Vilakazi.
Sekhukhune: Nsabata, Mobbie, Jampies, Motsepe, Chabalala, Gyimah, Maart, Madonsela, Ohizu, Shai, Mashumba.
Subs: Dlamini, Ledwaba, Katsande, Leepile, Mncube, Sithole, Patjie, Nxumalo, Mahlangu.