Rovers' first visit to the New York Stadium was a disappointing one as they went down 2-0 to Rotherham United.
The damage was done in a whirlwind first half from the home side. Kari Arnason firing the Millers in front after just five minutes, before Luciano Becchio was the fortunate recipient of a clearance from Jason Steele that struck the forward and rolled into the back of the net.
Rovers improved after the break but Jordan Rhodes missed a great chance put them back in the game when he side-footed wide on 73 minutes, before Shane Duffy saw a header cleared off the line by Ben Pringle.
As Rovers threw everything forward in search of a way back, Rotherham could have added a third at the death, but Steele saved well to deny Anthony Wordsworth from close-range.
Rovers made three changes from the side that drew with Watford last time out.
Back into the starting XI came Chris Taylor and Craig Conway, whilst Ryan Tunnicliffe was handed his first start following his goalscoring display at the weekend.
Alex Baptiste and Tom Cairney missed out with calf and groin injuries respectively, whilst Lee Williamson dropped to the bench.
Ahead of the game the manager had warned that his side would be given a tough test and that proved to be the case as the Millers stormed at Rovers from the off.
Within five minutes the hosts had taken the lead, a spell of pressure saw Rovers fail to clear their lines on more than one occasion before Kari Arnason arrived to fire home from ten yards.
Buoyed by the opener, Steve Evans' side went looking for more, captain Lee Frecklington striking the side netting, before Luciano Becchio headed wide when well placed at the back post.
Rovers had little answer to the feisty opening as they struggled to get any foothold in the game, Ben Marshall saw a free-kick find the side netting, whilst Rudy Gestede headed a Conway cross wide.
However Gestede's match would come to a premature end on the half hour when, after heading a corner clear, the striker went down clutching his hamstring. Luke Varney eventually on to replace.
But it would go from bad to worse for the visitors as Rotherham gained a second goal in comical circumstances a minute later.
Ryan Tunnicliffe had ample opportunity to clear a ball within his own area but under pressure from Ben Pringle he hesitated too long before playing a backpass to Jason Steele, only for the goalkeeper to clear straight against Becchio and the ball rolled into back of the net.
Rovers huffed and puffed as they looked for a way back before the half-time whistle, Corry Evans going the closest with a shot from outside the area that deflected narrowly over.
Gary Bowyer's side had trailed by two goals against Watford at the weekend before hitting back after the break. If they were to repeat the feat on this occasion they would need to raise their game considerably.
Switching to a 4-3-3 with the introduction of Josh King, Rovers went at their host from the restart, immediately forcing an early corner.
Tunnicliffe took from the right, Shane Duffy headed goalwards, but Jordan Rhodes just failed to connect allowing Millers keeper Adam Collin to claim.
A minute later Ben Marshall sent a delightful ball into the box but as Luke Varney dived to get his head into play Frazer Richardson got a key touch to help it on it's way.
Markus Olsson then looked to have been tripped in the area after getting the better of Paul Taylor, but the referee was unmoved.
Corry Evans followed Grant Hanley and Shane Duffy into the book for a trip on Alex Revell. It was the Irishman's fifth yellow of the season meaning a one-match suspension for the midfielder.
Rotherham's front two were always a handful and the pair combined just past the hour mark. A Becchio headed on for Revell, the Miller's number nine let fly with Steele diving to his left to push the ball away.
It was end-to-end stuff as King headed a Marshall cross onto the roof of the net, before Revell created two further chances but was wide on both occasions.
Rovers should have pulled goal back on 73 minutes when an Olsson cross was flicked on by Luke Varney, but somehow Rhodes side-footed wide with the goal at his mercy. It summed up their miserable evening perfectly.
The visitors continued to press. From a Tunnicliffe corner Shane Duffy's powerful header was headed off the line by Pringle, before more pressure from Duffy saw Collin claim a Rhodes overhead kick.
The hosts should have added a third three minutes as substitute Jordan Bowery crossed for Anthony Wordsworth, but Steele saved well from close-range.
Rovers battled to the end but they couldn't find a way through.
ROTHERHAM: Collin, Skarz, Arnason, Broadfoot (sub Morgan 10 mins), Frecklington (c), Revell (sub Bowery 83 mins), Green, Richardson, Pringle, Becchio, Taylor (sub Wordsworth 60 mins).
Subs not used: Loach (GK), Hall, Derbyshire, Clarke-Harris.
Goals: Arnason 5 mins, Becchio 32 mins.
ROVERS: Steele; Marshall, Hanley (c), Duffy, Olsson; Taylor (sub Henley 76 mins), Evans, Tunnicliffe, Conway (sub King 46 mins); Gestede (sub Varney 31 mins), Rhodes.
Subs not used: Eastwood (GK), Kilgallon, Williamson, Songo'o.
Booked: Hanley, Duffy, Evans.
Attendance: 9,525 including 1305 visiting supporters.