Gary Bowyer told his Blackburn players to forget about celebrating a victory over Derby which took them out of the bottom three.
A Jordan Rhodes penalty and Scott Dann's header - both in the first half - were enough for a 2-0 success, and Rovers finished the day a point clear of third-bottom Barnsley with five games to play.
The first of those is at home to Huddersfield on Tuesday, and caretaker manager Bowyer wants his players to focus quickly.
He said: "We can't look any further than Tuesday. As much as we want to enjoy this win, we've got to refocus on preparing properly.
"The situation that we're in now, if we're fourth from bottom on May 4, there will be a lot of happy people. Not for the reasons we should be happy, but because we've stayed in this division.
"I thought the energy we showed and the way they went about it was pleasing.
"We started the game on the front foot and got the penalty that settled us down and gave us confidence. It gave us a boost. Obviously to score right on half time was excellent timing."
However, the Iron remain deep in relegation trouble and only a brilliant stoppage-time save by Eirik Holmen Johansen saved them from defeat as the Saddlers pressed for the winning goal that would have seen them climb into the play-off places.
After a slow start, the the visitors looked set for the three points they needed when leading marksman Will Grigg, back after injury, fired them in front from close range after 54 minutes with his 19th goal of the season from a good pull-back by Craig Westcarr.
Until then, Walsall had struggled as Scunthorpe dominated the first half in terms of possession, without really having a cutting edge up front though.
Home skipper Paul Reid was unlucky with a far-post header from a free-kick, while Jimmy Ryan had an early shot well saved by goalkeeper Sam Johnstone.
The Saddlers had only troubled home keeper Johansen once in the first half with a snap-shot from Sam Mantom. They looked much more positive after the interval and looked well in control after Grigg had fired them in front.
But in a dramatic finish, Canavan headed an equaliser in the 88th minute for his seventh goal of the season from a cross by substitute Mike Grella.
Then, in stoppage time, Johansen denied Walsall a last-gasp winner with a great save to deny Febian Brandy.
