Story of the match
In the 15th minute, Jan Paul van Hecke strode out of defence after winning a challenge close to halfway and he sent Khadra clear, his first touch good but one-on-one with Seny Dieng, the Hoops goalkeeper saved with his legs.
Dolan soon presented Khadra with another opportunity as he played the German in, but his shot lacked any real power while being pressured in the box.
Ten minutes before halftime, the ball was sent in behind Pickering for Albert Adomah, his shot stopped by the onrushing Thomas Kaminski.
Ilias Chair, who scored the match-winner in the reverse fixture in October, saw Chris Willock's cross fall to him from 12 yards out, but he failed to hit the target.
QPR made a change in goal for the second half as David Marshall replaced Dieng, who took a knock late in the half in a collision with Gallagher.
He was quickly called into action diving to his left to keep out a curling effort by Khadra, the rebound just evading the outstretched leg of Gallagher.
Khadra failed to pick out the unmarked Gallagher with his pass, while Dolan skied a long-range shot as Blackburn continued to waste good opportunities.
In the 77th minute, the hosts finally broke the deadlock. Khadra fizzed a free kick in from the left that Marshall flapped at, the ball nestling into the roof of the net.
The Hoops responded almost immediately, but Andre Gray failed to bring down a lofted ball which would have presented him with a great chance to equalise.
Blackburn went looking for a second, Dolan seeing his shot from distance palmed away by Marshall. He then blocked a shot from Ryan Giles, who had gotten in clear down the left.
Six minutes were added on and although bookings followed for Kaminski and Scott Wharton for time-wasting, Blackburn had done enough to pick up three critical points.
Man of the match: Tyrhys Dolan
He marked his return to the starting lineup with an excellent overall perfromance. A constant threat throughout the match, he linked up brilliantly with Khadra and Gallagher.
His directness and skill was too much for QPR to deal with and he often made excellent runs in behind that were not picked out.