Mellor was the hero last time out in league action, bagging the winner against Hartlepool to give North End a first victory since September, but the former Liverpool striker wasted two great chances to down Boro.
Mellor went through on goal thanks to Adam Barton’s excellent defence-splitting pass midway through the first half, but he found himself too far wide to get his shot on target.
He then went close again just after the hour mark, capitalising on Lawrie Wilson’s failure to deal with a long ball forward only to put his shot just wide of the far post.
Stevenage substitute Darius Charles was unfortunate not to score 10 minutes from time, with Thorsten Stuckmann pulling off an excellent stop from his curling effort,
Soon afterwards, Preston’s Danny Mayor hit the outside of a post with a 20-yard shot, much to the agony of the anxious home supporters.