Leeds' two-game winning start in The Qualifiers came to an end as Danny McGuire made a happy first return to Headingley with Hull KR in a 38-36 win.
McGuire, Leeds' man of the match in last year's Grand Final, failed to mark Rovers' victory with a late try, when he was ruled to have dropped the ball over the line against his old club.
But Rovers ran in seven tries, three of them for winger Craig Hall.
Meanwhile, fellow Super League side Widnes went down 42-22 in Toulouse.
Krisnan Inu, Harrison Hansen, Weller Hauraki and Lloyd White got their four tries at the Stade Ernest-Argeles, but it was a third straight defeat so far in the Qualifiers for Widnes, who now host Leeds next week.
"There's a few people out there whose heads are pickled," said Widnes coach Francis Cummins following the Vikings' 19th straight league loss. "I don't know what we're doing at the moment. "We had a few players who had given in, which is the worst feeling in the world."
In Saturday's other game in The Qualifiers, Toronto Wolfpack beat fellow Championship side London Broncos 34-22 in Ontario.
Rovers hang on in Headingley thriller
In a game which had five former Leeds players in the visitors' ranks, the lead changed hands five times before Rovers finally secured victory.
As well as hat-trick hero Hall and Rhinos old boy Rob Mulhern's length-of-the field score, Adam Quinlan, Chris Atkin and Taioalo Vaivai all crossed the line too.
After starting with a worrying home defeat by Salford, Hull KR have now clocked up successive wins.
"Two wins from three is outstanding," said Hull KR coach Tim Sheens. "We still can't afford a lapse with four games to go but to beat a top-notch Super League side at Headingley is a big one for us.
"I was disappointed for Danny. He really wanted to score and I would have loved him to score it too."
Tom Briscoe (2), Joel Moon, Richie Myler, Nathaniel Peteru - his first for Leeds and only the second of his career - and Matt Parcell scored the hosts' six tries in front of an 11,468 crowd, while Yorkshire's County Championship cricket match with Somerset was still going on next door.
But after opening up with victories in The Qualifiers over Championship sides Toulouse and London Broncos, the Rhinos were beaten in their first test against a fellow Super League side.
"When you concede 38 points at home, you get what you deserve," said Leeds director of rugby Kevin Sinfield.