However QPR took the lead on 32 minutes after a corner was headed in from close range by Balanta.
Less than a minute later Swindon were level after a goal from Simon Cox made it 1-1.
On 42 minutes Swindon took the lead with a close range header from Billy Paynter making it 2-1 going into half time.
Swindon's lead didn't last long into the second half as QPR scored on 46 minutes with a header from Blackstock.
Then on 54 minutes QPR took the lead making it 3-2 with a close range shot from Delaney finding the back of the net after a goal mouth scramble.
Swindon pushed forward to try and get a third goal, but ran out of time. They now return to league action on Saturday with a local derby away at Cheltenham Town.