Kieffer Moore’s ninth goal of the season took Rotherham up to eighth and sunk struggling Northampton at the New York Stadium.
Millers manager Warne said: “A 1-0 win is more satisfying than a 5-1. I know that sounds crazy, but it’s true.
“To keep a clean sheet is really good. I felt pretty confident in the group. We should have gone on and won far more comfortably than we did, but it is still three points.
“There were a lot of good performances. On the whole, we are really chuffed. In a previous season, we might have ended up losing that.”
Moore struck in the 55th minute, turning the ball home after Shaun Cummings’s shot had been saved, before being withdrawn later on to protect his tight groin.
George Smith had an early chance for Northampton before the goal from Moore, who also headed against the bar late on.
Rotherham deserved their triumph and could have won by a bigger margin, with Jonson Clarke-Harris and Will Vaulks missing late chances.
“I am really pleased and really proud of the boys today,” added Warne. “I thought we created enough chances to score more goals. Kieffer will get the headlines, but it is about all the lads. We are really pleased with him. He’s a great kid. He works hard. He was just stiffening up.”
Rotherham United: Rodak, Cummings, Ihiekwe, Wood, Mattock, Williams, Potter, Frecklington (Ajayi 90), Towell (Vaulks 90), Newell, Moore (Clarke-Harris 81). Unused substitutes: O’Donnell, Emmanuel, Forde, Yates.
Northampton Town: Ingram, Moloney, Taylor, Pierre, Buchanan, Powell (Richards 84), Poole, Grimes, Smith (Waters 59), Revell, Bowditch. Unused substitutes: Hanley, Cornell, Kasim, Barnett, Foley.
Referee: T Kettle (Rutland).