The Republic of Ireland striker smashed home from close range to give Palace a 2-1 win, their fourth in five games as their promotion charge gathers pace.
And in a miserable day for Championship new-boys Rovers, defender Matt Mills was shown a straight red card for a foul on Shefki Kuqi that led to the Finn equalising from the spot after Paul Heffernan's shock opener.
In-form Palace's afternoon got off to the worst possible start on 15 minutes when Heffernan delightfully guided his header past the outstretched Julian Speroni's hand from Martin Woods' free-kick to give Sean O'Driscoll's side a surprise lead.
But the stunned home side pulled themselves level six minutes later when Mills hauled down Kuqi in the box after John Oster's delightful throughball, leaving the in-form Finn to fire home his sixth of the season from the spot just moments after Rovers' summer signing from Manchester City was sent-off.
That proved to be Kuqi's last real action of the afternoon as he was substituted with a calf injury and replaced by eventual match-winner Lee in the 27th minute.
Paul Ifill should have given Palace a 28th-minute lead after latching onto Leandre Griffit's delicate pass but, when through on goal, the former Millwall man could only shoot straight at keeper Neil Sullivan.
Rovers then came within inches of regaining the lead after Stuart Elliott capitalised on some miscommunication between Speroni and Jose Fonte only to send his shot from a tight angle across the face of goal.
As expected Palace dominated possession in the second period but struggled to break down the resolute Rovers rearguard.
Ifill, Clint Hill, Nick Carle and Sean Scannell all missed good chances as Palace were frustrated by ten-man Rovers and, to make matters worse for the home side, inspirational defender Paddy McCarthy was stretchered off with a shoulder injury late on.
But in the 89th minute, substitute Lee smashed home from six yards after Ifill's cross to lift the anxiety over Selhurst Park and keep Warnock's men in touch with the play-off mix.