Semi Ajayi's headed brace either side of Ryan Williams' tap in ensured Rovers began March with defeat at the New York Stadium.
Ajayi struck in each half, before and then after Amari'i Bell had initially equalised for the visitors against the Millers.
Set pieces and balls into the box proved to be the undoing for Tony Mowbray's men, with the giant Ajayi smashing home from a long throw from Will Vaulks and then a ball in from the same player with time running out.
Charlie Mulgrew scored his 10th of the season from the spot in the dying embers of the game, but it was too little too late, and Rovers took nothing on the road.
The boss made one change to his team for the clash against the Millers, with Harrison Reed dropping out of the starting lineup, with Adam Armstrong coming in for the Southampton loanee.
Rovers will have wanted to start well, but instead it was Rotherham who grabbed the early advantage as Will Vaulks' looping throw in was nodded into the back of the net by Ajayi after only 90 seconds of play.
Things could have got worse a few minutes later, with Vaulks lashing a yard or two past David Raya's right-hand post after the ball wasn't cleared correctly.
Rovers were finding their feet in the game, and an acrobatic attempt from Jack Rodwell saw his bicycle kickgo straight into the gloves of Marek Rodak on 17 minutes.
The Millers were causing problems from their set pieces, with skipper Vaulks flicking a header just over the upright after Anthony Forde's ball in from the left.
A positive change at the break saw Joe Rothwell enter the action in place of former Millers man Richie Smallwood, as Mowbray attempted to find a route back into the encounter.
Things improved, and whatever the boss said at half time certainly worked as Rovers worked an equaliser just five minutes into the second half.
After Mulgrew's expert free kick was headed up into the air, Bell was in the right place at the right time to hook into the net after hesitant goalkeeping from Marek Rodak.
At the other end, giant frontman Michael Smith forced Raya into a low stop before Armstrong kept Rodak busy soon after with a low save of his own.
However, just as it looked like Rovers were turning the screw, the hosts regained the lead just before the hour mark.
A lack of communication from Raya and Bell saw substitute Ryan Williams nip in and prod into the roof of the net just seven minutes after the equaliser, to give Rovers work to do again to get back into the contest.
The visitors came close to finding a second equaliser of the game on 64 minutes, when Elliott Bennett's exquisite cross was headed just wide by Graham, before Bradley Dack's effort whizzed just wide a moment later.
After Bennett was hauled down by the already booked Clark Robertson, Mulgrew's free kick had to he held onto by Rodak, as that equaliser continued to evade Rovers going into the final 15 minutes at a blustery New York Stadium.
Rothwell's neat run ended with a left-footed strike that drifted an inch or two past the post, as Rovers continued to push forward looking for a second of the afternoon.
But any chance Mowbray's men did have of taking anything back from south Yorkshire was extinguished with seven minutes remaining when a superb ball in from Vaulks was powerfully planted into the top corner off the head of the huge Ajayi.
There was still time left for Rovers to pull a goal back from the spot through Mulgrew, who rifled home from the spot after Graham was hauled down by Michael Ikiekwe, but time ran out and Rovers returned to East Lancashire with nothing to show for their efforts.
Rotherham United: Rodak, Mattock, Vaulks (c), Ajayi, Forde (Williams, 46), Taylor (Crooks, 79), Towell (Wiles, 53), Robertson, Ihiekwe, Smith, Jones.
Unused substitutes: Price, Wood, Yates, Newell.
Goal: Ajayi, 2, 83, Wiles, 57
Booked: Robertson, 30, Mattock, 50, Ihiekwe, 90.
Rovers: Raya, Nyambe, Rodwell, Mulgrew (c), Bell, Travis, Smallwood (Rothwell, 46), Bennett (Reed, 90), Dack, Armstrong (Nuttall, 79), Graham.
Unused substitutes: Leutwiler, Brereton, Evans, Conway.
Goal: Bell, 50, Mulgrew pen 90.
Booked: Smallwood, 8
Referee: J. Brooks.
Attendance: 9,663 (1,400 away)