The Saddlers missed a number of glorious goalscoring opportunities – including an 89th-minute penalty – as they were held to a 1-1 draw at London Road on Saturday.
Today they look to get back to winning ways by beating a Rovers side under the guidance of caretaker boss Graham Coughlan.
And Keates wants his players to turn their frustration from the weekend into Boxing Day cheer.
“After Peterborough, we were talking about a point that should have been three,” the boss said.
“But I’ve told the lads to bottle that frustration.
“If we beat Bristol Rovers it becomes a good point.
“We have to go again. You look at it – Peterborough are slap bang in the middle of the play-offs, they are expected to challenge.
“But we have limited them to two chances. It was us playing on the front foot.
“Of course we were disappointed not to win with the chances we created.
“But it is a good point if we get three points against Bristol Rovers.”
Rovers enter the game sitting in the League One relegation zone.
Their poor form saw former boss Darrell Clarke sacked a fortnight ago.
But they ended a run of five straight league defeats by beating Fleetwood on Saturday.
“It’s going to be a difficult game,” Keates added.
“The manager has openly said he is looking for the job down there. And their players have got to perform.
“They need to impress him, a new manager if someone else does come in and they are playing for their own futures.
“They are playing for another contract at Bristol Rovers or elsewhere. All those things will be going through their minds.”