Matt Derbyshire's first-half goal gave the Millers bragging rights and kept the gap to safety at only three points after MK Dons beat QPR.
Here's five things we learned from the game.
The Neil Warnock factor
There was a sense before the game that the Neil Warnock factor might be something of a leveller. This was the one he was looking forward to the most and the fact Sheffield Wednesday (A) appeared on the Millers' fixture list might even have been decisive in him taking the job last month. He absolutely loved coming into hostile territory and renewing a rivalry that lasted the best part of a decade when he was manager across the city at Bramall Lane, joshing with opposition supporters and playing up to his role as the hated one to the tee.
That enthusiasm and desire to win will have undoubtedly made its way into his team-talk and will have played some part into inspiring the heroic performance from his players. But the veteran manager proved he is not all about Churchillian team-talks and firing his players up as he pulled off a tactical master stroke with his team selection and tactics. Most people might have raised an eyebrow when they saw Greg Halford line up in a defensive midfield role behind four men, one of which was Matt Derbyshire, but it worked an absolute treat. Halford, in the Claude Makelele role, broke up play well and provided an obstacle for the likes of Kieran Lee and other midfield runners while Gary Hooper was unable to thrive on the shoulders of the back two. Danny Ward again showed how to lead the line with an impressive display that was Alan Lee like at times, while Grant Ward added legs and pace to the side.
It all added up to giving Warnock an afternoon to remember and one he undoubtedly enjoyed. The press have been restricted to just a few minutes with him after games so far, as he dashes off to see his family in Cornwall, but the former Sheffield United boss held court for over 10 minutes, cracking jokes and playing up to his role as villain. His final comment said it all: "I would like to stop for another half an hour with it being Hillsborough but I can't."
Will the real Greg Halford please stand up?
As good an all-round team performance as it was, there was one man who stood out and it was Greg Halford. This is fast becoming one of the biggest turnarounds in the club's history as the trials and tribulations that haunted Halford's time at the Millers seem a distant memory. The former skipper, who would still be training with the kids if Neil Redfearn was in charge, has been the biggest beneficiary of Warnock's arrival and has featured in every game, playing four positions. It was in a defensive midfield role that he thrived at Hillsborough, though, breaking up playing, providing a shield to the back four, being calm on the ball and winning his aerial battles. This was a player a million miles away from the top-knotted flaky centre-half that we saw at the beginning of the season. Had the one that has been around for the last few weeks been around all campaign, things might not be so bleak for the Millers.
Happy at Hillsborough
Although it's hardly been a regular away day in recent times, Hillsborough has turned into a happy hunting ground for the Millers. Saturday's win extended their unbeaten run at S6 to 35 years, a run of six games, and the five times they have visited Sheffield Wednesday for a second tier match since 1981 have yielded four wins and a draw - which could have been more had a modicum of ambition been shown in the 0-0 draw last year. As famous as Joe McBride's bobble was and as era-defining as the twin 2-1s were, this success has to go down as the best result of the lot. Wednesday are a team with genuine promotion ambitions who were unbeaten at home in 17 games going back to August. Brighton, Burnley, Derby, Hull and Arsenal have all failed to win whereas the Millers, with a solitary point from their last eight away games and deep in a relegation fight, did what all those illustrious sides coud not manage. Warnock was right in his assertion last week that Rotherham can be a coupon-buster and this one might just be the biggest of the lot. The last two generations of Millers fans probably don't know how lucky they have got it. While their elders suffered years of misery, the 35 and unders have yet to see their side lose at Hillsborough.
Finally finding a solid back four
A leaky defence has been underpinned Rotherham's struggles this season and up until recently they shipped more goals than any other side in the division. But, finally, at the 17th attempt, the Millers seem to have settled on a back four that can be solid and not concede every time they are attacked. In the four games that Frazer Richardson, Kirk Broadfoot, Richard Wood and Joe Mattock have played together they have conceded just two goals and kept two clean sheets. Even one of those goals came from an outrageous penalty decision. Richardson is flourishing at right-back, benefitting from a run of games, Broadfoot is rediscovering his pre-Christmas form, Wood accompanies him with a no-nonsense style which Warnock loves and Mattock is delivering the consistency which has to make him a contender for player of the season. That defence is undoubtedly going to be tested in the next few weeks, but unlike at any other time of the season, a hammering doesn't look on the cards any more.
Matt Derbyshire coming to life
Like some animal that only David Attenborough would have heard of, Matt Derbyshire is developing the knack of hibernating until late winter before coming to life in January and flourishing. His mid-season bloom after a woeful start last year provided the goals which ultimately kept the Millers in the division and it just looks like he might be ready to do it again this time around. Although playing in an unconventional position, which saw him take up a floating role on the left hand side of midfield, Derbyshire's instinct to get in a goalscoring position did not falter as he was in the right place at the right time to stab home Lee Frecklington's cross and write his name alongside the likes of McBride, Dick Habbin, Richie Barker, Darren Garner and Frecklington in the Millers history books. It was also his third goal in seven games in 2016 and after another disappointing first half of the campaign, he looks to be coming good. Up front alongside someone who can win headers and provide link-up play - and the Millers have two of those now in Danny Ward and Leon Best - Derbyshire could again flourish and be the man to score the goals that helps retain their Championship status. And if he doesn't, well he'll still be remembered forever for his Hillsborough winner.
