Their Capital One Cup clash with League Two Cambridge should, on paper at least, give them a realistic chance of doing just that.
Here are five things to look out for in the game with the U's.
1) Will Steve Evans stick with Kelle Roos?
The Dutch goalkeeper did not make the most auspicious of debuts for the Millers on Saturday and looked shaky in what was his first Football League appearance. He had been solid in pre-season but came in for strong criticism from fans and could have been expected to do better for at least three of MK's goals. However, Roos was brought to the club as number one, so Evans must decide whether to stick with him and allow him to rebuild his confidence or fall on his sword and go back to Adam Collin (again). Of course, if last season is anything to go by Evans may choose to play Collin anyway after the boss swapped his goalkeepers around for the League Cup campaign. Collin will be desperate that is the case so he can stake his claim for the league trip to the City Ground next week.
2) The Millers' reaction
There have been many impressive traits that have defined Rotherham under Evans and one of them has been their ability to bounce back from disappointing defeats. Even in League Two there were favourable responses to heavy reverses at Port Vale and Dagenham, with the Millers also bouncing back from back-to-back losses to Wolves and Watford - which came at an aggregate of 8-0 - last season with an impressive win against Millwall. Evans admitted he was hurting from that defeat against the Dons and will be expecting his side to go out and put it right against Cambridge.
3) Rotation or redemption
Whether the same players get another chance to redeem themselves remains to be seen and it depends on whether Evans opts to rotate his squad. In last season's corresponding fixture against Fleetwood the Scot made wholesale changes, including the goalkeeper as mentioned, giving game time to those that missed out on the Saturday. Evans could again be tempted to do the same and the thought of changes may be even more prominent in his mind given the manner of Saturday's performance. Emmanuel Ledesma will be certainly hoping for some game time after missing out completely on Saturday while Joe Mattock and Lewis Buxton will be eyeing the full-back positions.
4) There's the chance to build a cup run
One thing that Rotherham have been unable to do under Evans is stage a meaningful cup run, with the Millers not getting past the second round of the League Cup under Evans. In fact, they haven't done particularly well in this competition since reaching the fourth round in 2008. Although victory over Cambridge will in all likelihood put them up against a Premier League club, owing to a seeded second-round draw, Evans will be hoping that he can inspire the sort of cup run he once became famous for. It's been 19 years since the Millers were beaten by lower league opposition in the League Cup, so if history is anything to go by they will have a good footing to mount a decent run in a competition the top flight give little credence to until the latter stages.
5) Be wary of Cambridge
Despite Rotherham's impressive run against lower-league teams in this competition, only a fool would write Cambridge off in this encounter. The first round of the League Cup is a breeding ground for upsets, with Championship clubs often going out to League One and Two outfits. The U's have put together a very strong squad, which is tipped to mount a promotion challenge in League Two this season, and they come to New York Stadium full of confidence following an impressive opening-day win over Newport. Rotherham know from being taken to extra time by Fleetwood last year that there will be no easy games and if Evans chooses to make widespread changes the Millers could be there for the taking.
