It moved them six points clear of the Lions, who occupy the final spot in the bottom three, and gives them a great chance of beating the drop.
It was an eventful afternoon, here's five things we learned from the game.
Adam Collin and Kari Arnason have character
After the midweek errors of Kari Arnason and Adam Collin, which gifted Watford a 3-0 win, the Millers duo showed great character to come back off the naughty step and put in match-defining contributions.
Collin produced a fantastic save in the first half to deny Lee Gregory and ensured it only stayed 1-0 to the visitors as he stayed big with the Millwall striker closing in on goal. That proved a vital stop as it meant the Millers went in at half-time 1-0 down - a deficit which was wiped out after 70 seconds of the second period.
Arnason made up for his costly slip at Vicarage Road by producing the ultimate contribution with his winning goal. The Iceland international got on the end of Ben Pringle's delivery to power into the bottom corner and send New York wild, more than atoning himself.
The Millers still need someone to play wide right
The right side of midfield has been a problem position for the Millers ever since Kieran Agard left the club in August and there have been many people who have tried to fill the void. These include John Swift, Paul Taylor, Richie Smallwood, Ben Pringle, Ryan Hall and Emmanuel Ledesma with right-backs Frazer Richardson and Jack Hunt also having a run out there. Connor Newton has been the latest incumbent of that position, returning to the side against Millwall after being dropped for the previous three games.
However, Newton's first-half performance against the Lions highlighted that the former Newcastle man is perhaps not the best candidate to perform that role on a permanent basis. Rarely in position, Newton continuously drifted into a more central area and did little with the ball when he was on the right. He was withdrawn early in the second half and his absence was not noticed.
With Evans keen to bring in more players, a right-sided winger might well be on his shopping list.
Richie
Smallwood is a king amongst men
If Richie Smallwood does not win the Millers' Player of the Year award then something someone is going to have a storming final 12 games. Smallwood was the absolute king against Millwall, doing what he does so best. He was forever breaking up playing, winning tackles, headers, second balls, basically anything that came his way. His importance and value to the team was highlighted in this win and it should not be under-estimated.
We are also seeing a developing creativity from the former Boro man as on several occasions he pinged impressive cross-field balls out to Jack Hunt, while a goalbound shot was blocked in the first half. On current form he is the first name on the teamsheet.
The fight isn't won yet
Rotherham's first-half performance should be used as a warning that even though they ended up beating Millwall and moved six points clear of the dropzone, their battle against the drop is not yet won. Too many more showings like the first half, where some of the defending on show was questionable at best, won't be conducive to many more wins.
Millwall have history of mounting a great escape and did so last season from a worse predicament, while Wigan could also be improve. The good thing is that it's in Rotherham's hands and their fixtures are favourable, but there's sure to be more twists and turns yet.
Millwall's minority continue to cast a shadow
As a club Millwall have worked so hard over the last few years to shed their unsavoury image but they were let right down by the mindless thugs who reacted badly to their side's late defeat. When Arnason's winner went in, after initially taking their anger out on boss Ian Holloway, who they called for to be sacked, they then tried turned their attention to Millers fans as they tried to invade home areas of the stadium. It was totally uncalled for, whatever their incitement, and was a throwback to the dark days of when the English terraces were beset with hooliganism.
Holloway, who slammed the authorities' treatment of the fans after their trip to Leeds last month, chose not to comment on the issue during his post-match press conference, which was happening as more trouble kicked off outside the stadium. It has to be said that it was only a small percentage of 1,300 fans that caused havoc, but the behaviour of those few continue to give Millwall fans a bad name.
