Goals either side of half-time from Stephen McLaughlin and Simon Cox sealed the win for the hosts on a difficult pitch on the Essex coast, handing the Millers just their third defeat since the start of December.
“It was hugely disappointing,” said Warne afterwards.
“We don’t come away to lose games and our away form has been excellent in recent weeks and months.
“I think that if I am truly honest, I just think that we got a bit ‘old-manned’.
“We have a really young side and they have one of the more senior groups in the league.
“The lads need to learn as they go along and I just think that initially in the first 25 minutes, it wasn’t a pitch to play football on, and I just think that they just played the conditions better than us.
“They kept turning our back four, we kept going back to our goalkeeper.
“They were getting throw-ins and just kept turning us and they’ve got experience in their team and they were prepared to win ugly. There is nothing wrong with that.”
Rotherham thrashed the Shrimpers 5-0 in the return fixture but Chris Powell’s side got their revenge.
Southend went ahead after seven minutes when Cox played in McLaughlin to score with a neatly-controlled left-foot shot.
Rotherham goalkeeper Lewis Price then stopped Marc-Antoine Fortune making it 2-0 when the striker was clean through on goal, before David Ball fired wide for the Millers.
Southend goalkeeper Mark Oxley denied Richie Towell from long range before the hosts doubled their lead in the 80th minute when Cox beat Semi Ajayi before netting with a low shot for his first goal since Boxing Day.
Michael Smith and Richie Towell had efforts to pull a goal back denied by goalline clearances in the dying moments.
“I thought that second half we were considerably better,” added Warne. “I thought that we were the only team who were going to score. They went with one up, we changed it and went 3-4-3 to try and get the goal and I thought we were the only that team was going to score second half.
“Unfortunately an individual error from one massive boot from the ‘keeper has cost us.”
Southend United: Oxley, Bwomono, Turner, White, Coker, McLaughlin, Yearwood, Mantom (Timlin 69), Wordsworth, Fortune (Harrison 81), Cox (Wright 89). Unused substitutes: Ferdinand,Kightly,Bishop,Robinson.
Rotherham United: Price, Emmanuel (Yates 58), Vaulks, Ajayi, Mattock, Taylor (Forde 58), Palmer, Towell, Williams (Newell 73), Ball, Smith. Unused substitutes: Wood, Ihiekwe, Cummings, Bilboe.
Referee: Alan Young (Cambridgeshire).