Despite dominating long periods of the game and not allowing Notts County a shot in open play until the final ten minutes, Rovers suffered a 1-0 defeat at Prenton Park.
Tranmere had more than dozen chances more than their opponents but couldn't find a way past the visiting keeper, while the goal they conceded was from a controversial penalty.
There was one enforced change to the side that defeated Dagenham & Redbridge with John Welsh returning from suspension to take the place of Joss Labadie as he started a three game ban. Lining up in defence for the visitors was former Tranmere loanee John Thompson.
Lucas Akins had the game's first chance when he was sent one on one with Stuart Nelson following a pass from Enoch Showunmi but his angled shot was saved by the Notts County keeper.
A couple of minutes later a short corner was played out wide to Michael Kay and his cross reached the unmarked Ian Goodison at the far post. The defender opted to head across goal but his attempt hit the chest of Sam Sodje and was caught by Nelson.
At the other end Liam Chilvers brought a decent save out of Tony Warner with a far post header but the effort would have been ruled out had it gone in for a push in the build up.
Ash Taylor powered a header against the County bar on 16 minutes as Rovers' bright start continued but his shot was also cancelled out by the referee's whistle, while Showunmi's close range header was also ruled out for offside.
The chances kept falling to Rovers. First Robbie Weir narrowly failed to connect with Zoumana Bakayogo's brilliant through ball and after it had been half cleared by County, Showunmi's drive went across goal, past the outstretched leg of Akins and wide of the far post.
On 31 minutes Weir brought an excellent save out of Nelson with a 25 yard shot after Cresswell's miss hit free kick was played forward by Bakayogo and though the keeper dropped the ball when he landed on the floor he was up quickly to clear the danger.
Goodison somehow cleared the Cowshed Stand roof from six yards out on the turn on 32 minutes while Bakayogo sliced a shot wide from the edge of the area three minutes later.
Lee Hughes sent an overhead kick high over Warner's bar on 38 minutes and three minutes later a flick on from the striker led to his side wining a penalty. As Jon Harley ran on to the ball he went down under a challenge from Bakayogo and referee Peter Quinn pointed straight to the spot despite protests from Rovers players and fans. Warner went the right way for Craig Westcarr's penalty but the ball went under his body and into the net to give County the lead against the run of play.
It proved to be the final chance of a half dominated by Tranmere but one where they were unable to test Nelson on a regular basis.
Weir's 47th minute header was caught by Nelson at his far post and Bakayogo flashed a first time effort just centimetres past the goal four minutes later.
Jennings returned from injury to take the place of Bakayogo on 60 minutes with Cresswell moving to left back.
After a period of play broken up by several spells of treatment for Notts County players, Adam McGurk replaced Weir ten minutes later with Rovers switching to a 4-4-2 formation.
A Cresswell free kick curled around the wall only to be well saved by Nelson on 76 minutes and a McGurk header went straight at the Magpies keeper soon after as Rovers searched for an equaliser.
Andy Robinson came on for Akins with seven minutes of normal time remaining while Warner kept out Burgess' header in a rare County attack.
With six minutes of time added on there was still chance for Tranmere to create more, and two minutes in McChrystal saw a header turned onto the bar by Nelson.
The ball dropped for Robinson 25 yards out on 94 minutes but his effort went wide of the target.
After Robinson sent a header wide seven minutes into added time the visitors were reduced to ten men but there was still no way through for Rovers.
Tranmere: Warner, Kay, Goodison, McChrystal, Bakayogo (Jennings 60), Weir (McGurk 70), Taylor, Welsh, Akins (Robinson 83), Showunmi, Cresswell. Substitutes not used: Collister, Wood, Blanchard, Fraughan.
Notts County: Nelson, Thompson (Lee 73), Ravenhill, Hughes (Burgess 58), Bishop, Chilvers, Westcarr, Regan (Hawley 53), Spicer, Harley, Sodje. Substitutes not used: Burch, Lee, Martin, Judge, Brandy.
Referee: Peter Quinn
Yellow cards: Sodje (75), Chilvers (80), Spicer (90+1), Harley (90+3), Robinson (90+7)
Red card: Ravenhill (90+8)
Follow Tranmere on Twitter at www.twitter.com/tranmererovers.