Andy Scott felt his side outplayed promotion favourites Crawley Town and were unlucky to be beaten.
Brett Williams gave Rotherham a 20th-minute lead at wind and rain-lashed Don Valley Stadium but they could not hold on as big-spending Crawley Town hit back after the break through Tyrone Barnett and Josh Simpson.
Defeat leaves the Millers 11th, four points off the play-off places, and Scott said: “The better side has lost, but that’s what happens when you play the top teams.
“You’ve got to be concentrating for 100 per cent of the time and we did it for 95 per cent.
“We didn’t start the second half well, the first five or six minutes and then we conceded the goal, but apart from that we’ve had numerous chances.
“I lost count of the number of very good chances we’ve had, we haven’t hit the target enough and they’ve probably had two or three chances.
“We pick ourselves up but we’ve got to be more ruthless in terms of making sure we do our jobs all the time and not think that we’re too clever.”
The Millers opened the scoring when a long ball from Conrad Logan was headed on by Alex Revell and Williams got in behind the defence before rattling a fine finish high into the far corner of the net for his first goal for the club. Rotherham received a hearty ovation from their fans at the break for their efforts, but it quickly turned sour on the resumption.
Matthew Tubbs lifted a short pass towards his fellow striker Barnett who had space on the left and he produced a lethal finish.
Substitute Jon-Paul Pittman created the second, cutting the ball back for Simpson to strike against the post. The ball rebounded back to him and he controlled before firing home.
Rotherham United: Logan, Tonge, Taylor, Mullins, Harley, Wood, Harrison, Williams (Marshall 71), Schofield, Revell, Grabban. Unused substitutes: Warrington, Foster, Holroyd, Branston.
Crawley Town: Shearer, Hunt, Mills, Davis, Howell, Drury (Akpan 85), Bulman, Simpson, Torres, Barnett, Tubbs (Pittman 64). Unused substitutes: Kuipers,Doughty,Neilson.
Referee: A Haines (Tyne & Wear). Rotherham man of the match: Alex Revell.