Peters' side, inspired by English ace Mikey Lewis and the former NRL great Jared Waerea-Hargreaves in his farewell match, delivered a superb four-try display to add the British game's biggest trophy to the Challenge Cup and League Leaders Shield that they'd annexed earlier in the season.
The 46-year-old former Wigan, Illawarra and South Sydney player Peters, who'll be a key part of Kevin Walters' Kangaroos' coaching team in the Ashes later this month, is increasingly becoming a target to oversee NRL clubs after his extraordinary transformation of Rovers.
"They're all legends to me - we're the fifth team to do it," beamed Peters of the 'treble' that only one other Australian coach has ever achieved, St Helens' mentor Daniel Anderson back in 2006.
But the Robins' joy came on a grim night for favourites Wigan, who were guilty of a host of mistakes, two of which came early in the match when they had Hull KR rocking.
Bevan French, the Australian playmaker so often their hero, produced a dazzling inside pass that Liam Farrell should never have spilled with the line at his mercy.
Then it was French's turn to make a mess of getting on the end of a neat cross-field kick, failing to ground the ball over the line when under pressure from the electric Lewis, who lived up to Peters' demand for him to "own this grand final just like Reece Walsh did the week before."
He did just that, producing a brilliant slaloming solo run through Wigan's undermanned rearguard after Wigan's Brad O'Neill had been sin-binned for a tip-tackle on former Penrith NRL grand final winner Tyrone May.
Joe Burgess, who had a brief spell in the NRL with the Sydney Roosters and Souths, went over for a score when Wigan were down to 12 too as Hull KR overcame early nerves to take control and despite Aussie Adam Keighran's long-range penalty just before the break, Wigan were on the back foot at 10-2 down at the interval.
Wigan looked as if they were right back in it when their other Australian star Jai Field jinked his way into space and sent Harry Smith over but Hull KR soon reasserted control when Jez Litten started and finished a slick attack.
Burgess then snapped up a late interception to swan-dive over and launch Rovers' celebrations for their first ever triumph in the Super League era.
It proved a hugely emotional occasion for New Zealander Waerea-Hargreaves, who saved one of his best, most barnstorming performances for his last ever match, capping a glorious career which featured grand final triumphs in both Britain and Australia.
