On-loan Sam Gallagher looked to have won it on his first start for Rovers, heading in Craig Conway's corner.
But Naylor met Matty Palmer's left-wing corner to seal a dramatic point.
Conway had put Rovers ahead in the first half with a 25-yard drive that flew in off the bar, but Burton levelled with Jackson Irvine's header.
A first-ever meeting between the two sides saw Rovers teenage academy product Scott Wharton handed a debut and he made an important early intervention to deflect John Mousinho's header wide.
But after Conway took a Danny Graham pass to rifle in the 12th goal of his Rovers career, Burton, who did not include new loan signing John Brayford in their squad, were level just before the break as Mousinho's right-wing cross was met by an unmarked Irvine.
Rovers started the second half brightly, only for Hope Akpan to head over a Conway free-kick, before Albion were unlucky when Naylor's long range drive crashed against the crossbar.
Gallagher, on loan from Southampton, nodded in at the near post to put Rovers back in front, but Naylor was not to be denied to heap more pressure on Coyle, whose side are bottom of the Championship and the only club in the division still without a league win.
Blackburn manager Owen Coyle: "Having got ourselves ahead twice in the game, we could have seen it out and got the three points we were worthy of.
"We all know it can be a cruel game but, having said that, there were a lot of positives we can take from the game - not least the performance of young Scott Wharton at the back on his debut."
Rovers striker Sam Gallagher: "I was on the highest high from scoring my goal and then gutted when they got the equaliser.
"I felt we deserved more, but at least we showed more character than in our other three games and we are off the mark."
Burton manager Nigel Clough: "As pleasing as it is to get an 88th-minute equaliser, we are disappointed not to have won the game.
"We looked a real threat from set-plays and we deserved at least a point."
Match ends, Blackburn Rovers 2, Burton Albion 2.
Second Half ends, Blackburn Rovers 2, Burton Albion 2.
Foul by Callum Butcher (Burton Albion).
Stephen Hendrie (Blackburn Rovers) wins a free kick in the defensive half.
Attempt blocked. Matthew Palmer (Burton Albion) right footed shot from outside the box is blocked. Assisted by Lucas Akins.
Foul by Lloyd Dyer (Burton Albion).
Craig Conway (Blackburn Rovers) wins a free kick on the right wing.
Hamza Choudhury (Burton Albion) wins a free kick in the defensive half.
Foul by Darragh Lenihan (Blackburn Rovers).
Lee Williamson (Burton Albion) wins a free kick in the defensive half.
Foul by Liam Feeney (Blackburn Rovers).
Goal!  Blackburn Rovers 2, Burton Albion 2. Tom Naylor (Burton Albion) header from the centre of the box to the centre of the goal. Assisted by Matthew Palmer with a cross following a corner.
Corner,  Burton Albion. Conceded by Sam Gallagher.
Matthew Palmer (Burton Albion) wins a free kick in the attacking half.
Foul by Stephen Hendrie (Blackburn Rovers).
Tom Naylor (Burton Albion) wins a free kick in the defensive half.
Foul by Sam Gallagher (Blackburn Rovers).
Substitution, Burton Albion. Hamza Choudhury replaces Chris O'Grady.
Offside, Blackburn Rovers. Anthony Stokes tries a through ball, but Liam Feeney is caught offside.
Substitution, Blackburn Rovers. Liam Feeney replaces Ben Marshall.
Attempt saved. Scott Wharton (Blackburn Rovers) header from the centre of the box is saved in the bottom right corner. Assisted by Darragh Lenihan with a headed pass.
Corner,  Blackburn Rovers. Conceded by Lee Williamson.
Corner,  Blackburn Rovers. Conceded by Lee Williamson.
Attempt blocked. Ben Marshall (Blackburn Rovers) right footed shot from outside the box is blocked.
Foul by Tom Naylor (Burton Albion).
Anthony Stokes (Blackburn Rovers) wins a free kick in the attacking half.
Callum Butcher (Burton Albion) wins a free kick in the attacking half.
Foul by Gordon Greer (Blackburn Rovers).
Attempt missed. Hope Akpan (Blackburn Rovers) left footed shot from outside the box misses to the right. Assisted by Craig Conway.
Delay over. They are ready to continue.
Substitution, Blackburn Rovers. Anthony Stokes replaces Danny Graham.
Delay in match Kyle McFadzean (Burton Albion) because of an injury.
Corner,  Burton Albion. Conceded by Gordon Greer.
Matthew Palmer (Burton Albion) wins a free kick in the defensive half.
Foul by Sam Gallagher (Blackburn Rovers).
Lucas Akins (Burton Albion) wins a free kick in the defensive half.
Foul by Hope Akpan (Blackburn Rovers).
Offside, Blackburn Rovers. Jason Steele tries a through ball, but Danny Graham is caught offside.
Substitution, Burton Albion. Callum Butcher replaces Stuart Beavon.
Goal!  Blackburn Rovers 2, Burton Albion 1. Sam Gallagher (Blackburn Rovers) header from the centre of the box to the bottom right corner. Assisted by Craig Conway with a cross following a corner.
Tom Naylor's late header secured Burton a first away point in the Championship to leave Owen Coyle still searching for a first league win as Blackburn boss.