Nicky Law's fourth goal of the season in the opening half at the Memorial Stadium helped McCall's men claim a share of the spoils following a 1-1 draw, but it could have been even better for the Bantams.
City bossed the game for large periods after the restart, with Tony McMahon, Billy Clarke, Nathaniel Knight-Percival and Charlie Wyke all being denied.
Clarke and Wyke went particularly close for McCall's side, the striking duo both somehow prevented from scoring from close range after some smart goalkeeping from Rovers stop-stopper Joe Lumley.
McCall said: "It is another draw for us today (Saturday) - another point on the board - but we obviously came for the win.
"The level of performance from the lads was terrific again. Their goalkeeper has made three or four important stops.
"We've have so many efforts on goal, particularly in the second period.
"We are obviously frustrated to only take a point from this game but we have to be pleased with the performance once again.
"It was disappointing to go behind once again this season but the reaction from the lads was terrific and we've scored a fantastic goal.
"Rory McArdle has gone close in the first period, Nat (Knight-Percival) has seen a shot saved, both strikers have had chances, both full backs have had chances as well.
"Everyone in the team was doing their bit to get that win for us.
"If you watched a highlights package of this game, you'd be scratching your head as to how we've not won it.
"We knew this would be tough place to come - Bristol Rovers had won their last five home games on the trot. If we keep performing like we did this afternoon though, we will hopefully get to where we want to go this season.
"We know we must kill teams off when we are on top but the lads have given it their all today, backed by another tremendous away support.
"We have been unfortunate with this game. I think it was clear that we were by far the better side but we've not got what we've deserved.
"We could have been coming away from this game having collected a point but played poor.
"The positive from this is that we've put in another good performance - we know we have a good group here."
Josh Cullen missed the trip south to Bristol after picking up a minor injury in training during the week.
Cullen's absence meant a return to the side for the fit-again Nathaniel Knight-Percival, with skipper Romain Vincelot moving forward into midfield.
McCall said: "Josh pulled up right at the end of training on Thursday with a little thigh strain. We couldn't risk him for this game and he could possibly be a doubt for Tuesday (vs Fleetwood Town) as well now.
"Hopefully he will be fit for Saturday (vs Bolton Wanderers) though.
"Romain was very strong and led by example in midfield.
"He is a great leader and he wins balls he has no right to just through his desire and determination.
"Nat will have benefited from getting this ninety minutes under his belt after being out for three weeks."