The Lilywhites bossed the opening 45 minutes in tricky conditions, the pitch soaked by heavy rain.
But the derby was goalless at half-time, Rovers coming out to score the contest’s only goal eight minutes into the second half.
PNE head coach McAvoy said: “The first goal was always going to be important, you could tell that as the game unfolded.
“When we were on top in the first half, that was the chance to get into the lead.
“Early in the second half Ben Brereton Diaz produced a great finish and then the onus was on us to try to get an equaliser.
“Unfortunately the game became a bit scrappy and we lacked that bit of quality in the final third when we got into some good areas.
“Us chasing an equaliser meant the wing-backs got higher and that left us a bit exposed down the sides.
“We changed it when we brought on Scotty Sinclair and Daniel Johnson.
“Unfortunately Matthew Olosunde tweaked his groin which meant the plan for the third substitute had to change.
“Sean Maguire was the next call but instead we had to put Ryan Ledson on for Matthew.
“I’ve talked about fine margins in a lot of our games this season, key moments.
“The key moment here was when Brereton Diaz got across Liam Lindsay to score a lovely header.
“In the first half we had worked a great set-piece, getting Ched Evans across the front to meet a corner.
“Credit to the Blackburn keeper at the near post who saved Ched’s shot very well. It is moments like that when games can change.”
With Tom Barkhuizen, Sepp van den Berg and Andrew Hughes all missing, McAvoy gave a North End debut to Olosunde.
The summer signing had been sidelined since July with an Achilles injury but had built up his fitness in training and during reserve games.
Another spell out might be on the cards now, the American coming off in the 82nd minute.
Said McAvoy: “We will get Matthew scanned.
“He over stretched and feels he has tweaked his groin a bit. For his first game I thought he did extremely well.
“Matthew has energy and great athleticism, he worked up and down that right-hand side for us very well.
“We need to get him a bit better on the ball at times because there were chances when we could have put the ball into the box a lot more quickly than we did.”