Hull KR led 30-4 early thanks to tries from debutant Tom Amone, Elliot Minchella, Joe Burgess, Oliver Gildart and Peta Hiku. Mikey Lewis' kicking game forced errors from the NRL champions.
Brisbane mounted a stunning comeback with four tries in 16 minutes, but Hull KR held on to become the first club to hold all four major titles since St Helens in 2006-07.