A controversial goal from Danny Ward condemned Brentford to defeat in south Yorkshire.
The Millers striker was deemed just onside when he latched onto a through ball and he curled the ball past Dan Bentley to give the home side the lead, although there also appeared to be a foul on Scott Hogan in the build-up.
Despite, Dean Smith's side applying plenty of pressure they were unable to breach a stout Rotherham defence, who had nine players defending the edge of their penalty area. Scott Hogan and Lasse Vibe were both guilty of fluffing their lines when they had a chance.
Brentford made one change from the side who beat Nottingham Forest 1-0 on Tuesday with returning Olympian Lasse Vibe straight into the starting XI at the expense of young Josh Clarke.
Rotherham had two debutants in their line-up with former Bees loanee Tom Adeyemi lining up alongside Chelsea youngster Izzy Brown making their first appearance for the Millers.
Vibe nearly gifted the Blues youngster a goal early on but Bentley, who made a superb save from Britt Assombalonga on Tuesday, made another superb save.
However, the Millers had the lead in fortuitous circumstances as Ward, allegedly, beat the offside trap and curled home.
The Bees had chances to equalise before the break but Scott Hogan and Lasse Vibe were unable to make the most of the scraps on offer with Lewis Macleod also going close.
The second half was one way traffic as Brentford pressed for an equaliser but the Millers, who adopted nine in their defence towards the end of the game. The closest they came was when John Egan put a free header wide.
Emmanuel Ledesma looked sharp when he came on for the final 15 minutes with his set-piece deliveries causing problems.
But it wasn't to be and they emerged from another trip north with nothing to show for it.
