Goalkeeper Josh Woods was the hero as he saved the decisive spot kick to earn Doble's men a 3-2 win on penalties after a 1-1 draw in normal time.
CLICK HERE to see John Shirras' photo album from the match
Robbie Hulme headed Wrens into an eighth minute lead but Richmond, who are top of the West Lancashire League Premier Division, came roaring back hitting the woodwork twice in the first period.
Billy Whittle finally made their pressure count in the 72nd minute only for Wrens to prevail on penalties at Chorley's Victory Park.
Burscough Richmond won both league games between the pair this season in injury time so for Doble it was third time lucky.
Doble: "We were miles off it but that's credit to the way they played.
"We played them previously twice in the league and we were the better team in both games and got nothing.
"Two injury time winners and it was horrible.
"So to get a bit of luck last night I suppose we'd take that.
"They made us change our shape and game plan and obviously were unlucky not to win. But we found a way to win and I'm absolutely delighted."
After the game, Burscough Richmond tweeted: "Very cruel after a largely positive and mostly dominant performance...this is football.
"Tough one to take but congrats to Wrens and best of luck in the final. Huge thanks to Chorley FC for their hospitality.
"Now we've got a league to try and win."
Wren Rovers last won the Amateur Shield in 2015-16 and 2009-2010.
Blackpool Wren Rovers will face Hesketh Bank in the final at Lancashire FA Headquarters in Leyland on Bank Holiday Monday May 8, kick off 1pm.
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