But Paul Warne's side really only had themselves to blame for a 2-0 reverse at the AESSEAL New York Stadium - their first home defeat to Lincoln in no fewer than 26 games, a run dating back to 1957.
The Imps, riding on the crest of a wave following two promotions in three seasons, were very well organised, efficient and resolute at the back.
They were basically everything you would expect from a side bossed by the studious, impressive Danny Cowley. You would not bet against them going up again.
There was an element of 'smash and grab' about their victory but that would also be doing a disservice to a team in the habit of winning.
The Millers were simply not good enough on the day to stop the Lincoln bandwagon marching on. Warne's side went long too early, lacked fluidity in attacking areas and their new 4-3-3 formation very much resembled a 'work in progress'.
With both teams keen to play on the front foot, it was no surprise that the game started at 100mph. Kyle Vassell tried his luck within seconds and Matt Crooks headed narrowly wide.
The Millers wasted no time in delivering balls into the box and when one such cross was only half cleared into the path of Matt Olosunde the full back whistled a powerful shot just wide.
Lincoln, playing into the strong wind, weathered the early storm and began to get higher up the pitch but they were given another fright midway through the first period when Freddie Ladapo lashed another long range attempt narrowly over the bar.
Despite the Imps' 4-2-3-1 at times resembling more of a 4-2-4, there was an impressive resoluteness and combativeness about the visitors.
The Millers knew they were in a game but there were encouraging signs that if they got their got delivery into the box right, they would be rewarded. Their final product ultimately was not good enough.
Their best chance of the first half came when Ladapo's neat footwork played in Michael Smith but big Michael Bostwick got in the way.
Lincoln tried to play on the break, Jack Payne pulling a few strings. It was the strong wind which appeared to be winning.
However, Rotherham were completely caught cold by Neal Eardley's quick free-kick on 42 minutes which released Tyler Walker into the right channel and his low cross could only be bundled into his own net by Shaun MacDonald.
Daniel Iversen had barely touched the ball but was picking it out of his net. Moments later he saved from Jorge Grant, while at the other end Eardley's goal-saving block denied Smith.
The Millers might have levelled moments after the re-start when a good cross did pick out MacDonald but his free header was well saved by Josh Vickers. More of the same was required.
But in a flash the home side found themselves two down when Grant's corner was headed home emphatically by Harry Anderson.
The goal completely took the wind out of Rotherham's sails.
Warne threw on Ben Wiles, Carlton Morris and then Jamie Proctor but it just was not clicking.
The home side were running out of ideas and Ladapo's tame cross, straight into the arms of Vickers, rather summed up their disappointing second half display.
A better delivery picked out Ladapo during the dying moments but his downward header was superbly kept out by Vickers, Gordon Banks style no less.
Rotherham had rallied but it was too little, too late. Lincoln deserved their victory and clean sheet.