Stephen Ward handed Wolves their first Barclays Premier League triumph over Blackburn as he struck a thunderous 48th-minute winner in a 2-1 victory at Ewood Park.
The defender fired home after Rovers goalkeeper Paul Robinson had saved a Kevin Doyle penalty, but the ball was only half-cleared and fell into Ward's path.
Jason Roberts set up Mauro Formica for a debut opener on 20 minutes but the visitors quickly struck back with a headed equaliser from Stephen Fletcher.
Steve Kean's men started better and they almost grabbed the lead in the fourth minute when Morten Gamst Pedersen's cross was poked goalwards by Junior Hoilett, but Wolves keeper Hennessey gathered in a goal-line melee.
Roberts' persistence paid off after 20 minutes when he squeezed through two defenders and fed Formica who nudged a left-foot shot across Hennessey and into the net from a tight angle.
But Wolves were level just three minutes later when Matt Jarvis dug out an excellent cross from the right and Fletcher rose in the box to head past Robinson.
Buoyed by their unexpected equaliser, Wolves continued to press and might have gone ahead after 28 minutes when Stephen Hunt blazed just over after some neat play in the box.
Wolves won a penalty within a minute of the restart when Kevin Friend deemed Michel Salgado had hauled down Jarvis close to the by-line. Doyle's penalty was saved by Robinson low to the keeper's left but the ball was only half-cleared and fell to Ward who lashed home a left-foot shot from just inside the box.
Substitute Ruben Rochina came closest to an equaliser for Rovers in the 75th minute when he lashed a long-range effort just wide.
Fellow sub David Goodwillie also came close with a shot on the turn in the 83rd minute but Rovers' quest for an equaliser petered out and the boos at the final whistle suggested a hard season ahead.