Four goals in 30 minutes after the break had given the Millers a 4-0 home win over Bolton in their Boxing Day encounter.
This time Bolton struck early but Chris Burke notched his second goal in two games after arriving on loan from Nottingham Forest to make it 1-1 at the interval. However, the Millers were sunk by a stoppage-time goal from substitute Kaiyne Woolery.
Millers chief Neil Redfearn made three changes to the side which had lost 4-1 to fellow strugglers Charlton.
Richard Wood was given his first start of the season alongside captain and central defender Kirk Broadfoot as Farrend Rawson dropped to the bench.
Frazer Richardson came in at right-back for Shay Facey and loanee Andrew Shinnie replaced Paul Green, playing just behind lone striker and former Bolton player Danny Ward.
Bottom club Bolton made two changes to the side that had fought back to draw 2-2 with Wolves in midweek.
Veteran Emile Heskey got the nod up front in place of Woolery and captain Darren Pratley recovered from back trouble to resume in midfield at Liam Trotter’s expense.
Strikers Lucianno Becchio (Rotherham) and Gary Madine (Bolton) were ruled out through injury.
Bolton made the ideal start as the rain came down at the Macron Stadium. They won a corner on the left, Liam Feeney swung it deep and Mark Davies laid it back towards the edge of the area where Jay Spearing lived up to his name and speared the ball into the top corner for a second-minute opener.
Rotherham responded well and Shinnie poked the ball wide as defenders converged after Chris Burke had robbed Dean Moxey a few yards outside of the area.
Shinnie, at full stretch, also knocked the ball wide of the far post as he met Kirk Broadfoot’s downward header from Richard Smallwood’s deep free-kick midway through the half.
Bolton responded with Davies flicking a header wide from Feeney’s cross.
It was almost 2-0 in the 34th-minute after Lee Camp parried a close-range attempt from Heskey and Wellington Silva followed up to knock the ball home before being flagged offside.
Shinnie then fed Joe Newell into area but Ben Amos raced out to block but the Millers made it 1-1 in the 44th minute.
Danny Ward went down the left channel, dinked the ball across and after Moxey slid in but failed to connect, Burke fired home.
Neither manager was tempted to make a change at the break.
Shinnie should have put Rotherham ahead from close range in the 59th minute but his instep attempt from Newell’s downward header lacked power and Amos blocked for a corner.
Joe Mattock was booked for an ugly challenge on Silva but the Millers cleared the free-kick from the left corner of the area and Bolton then replaced Heskey with Trotter, giving Feeney the striker’s role.
Paul Green replaced Burke as the Millers made their first change, strengthening central midfield. Danny Ward also limped off to be replaced by Jonson Clarke-Harris.
Bolton had used all their substitutes by the 84th minute but neither side could conjure a winner in normal time.
It was left to Woolery to force home the winner after Camp had made a close-range block from Davies in the ‘92nd-minute.’
Boss Neil Redfearn said: “It was frustrating. We were the best side but if you missed gilt-edged chances, it always leaves you open.
“We should have had a point at least, this is the difference, we either win or we get beat.
“If we had drawn four or five more games we would be in a different position.
“It’s a frustrating situation because we are playing well. I felt for them (the players) because they put a shift in and they deserved more than that today.
“It’s tough to take because we deserved to win. We have to pick ourselves.”