We derive the effective Gross-Pitaevskii equation for a slowly rotating dipolar Bose-Einstein condensate (BEC) with a quantized vortex along a one-dimensional optical lattice and calculate its band structures. The band structure of a slowly rotating BEC in a lattice becomes interesting when dipole-dipole interaction (DDI) is involved. Under rotation, a dipolar rotating term emerges from the DDI potential. The dipolar rotating term makes a BEC with an attractive DDI more stable than one with a repulsive DDI. The dipolar rotating term changes and generalizes the definition for the type of BEC, which cannot be simply determined by an s-wave scattering length or an effective contact interaction term. The dipolar rotating term also makes the band structure fascinating and tunable. A so-called swallowtail band structure, i.e., a multi-valued solution due to nonlinear interaction, can either elongate or shrink as the band index increases, in contrast to a non-rotating dipolar BEC system with a monotonic dependence. With the dipolar rotating term, various band structures as well as an attractive BEC without collapse can be easily achieved. We demonstrate that a rotating dipolar BEC system subject to an optical lattice combines features of a crystal and a superfluid and promises wide applications.