Kyle Vassell's double, plus a Richard Wood strike deep in first-half stoppage-time sent the Millers top of League One on Saturday afternoon.
And, while boss Warne praised his team for their preparation and desire, he revealed that a couple of other factors played a part in their 3-1 success.
"I read one of their players in the programme saying how they think they're the best team in the league, so that was great, that was my team-talk," he said.
"The stadium was locked when we got here, we couldn't get in, so that was my team-talk done. So, that was good, that fired the lads up a treat.
"We just had to knock and wait for someone to come and unlock the door which is unheard of. I've never seen that in professional football.
"I would like to think that it hasn't been done on purpose but I used it in my team-talk as if it had been.
"In fairness, I don't think that our performance was down to a locked door. It was the fact that we'd been planning it all week, we've been working on it and the lads were really motivated to do well.
"We sent them out and the first-half performance was enough to win a game."
Victory leaves Rotherham top of the division on goal-difference from second-placed Wycombe Wanderers, who began the weekend in pole position, but suffered a 4-0 mauling at the hands of Sunderland.
With plenty of football left to play this term, Warne is however refusing to get too carried away with his team's current position at the summit.
"I like to think that if we were fortunate enough to stay in that position then we've only got 19 games left, which makes my summer holiday a bit longer. So that's how I see it," he added.
"There are so many games to go, we're playing for like 57 points aren't we? So I'm not going to get carried away.
"All we've got to do now is get the lads' feet back on the ground come Monday and go again. We' ll keep rocking on and trying our best as a group and try and achieve something great for the town."
Rotherham broke the deadlock 16 minutes into Saturday's contest when Vassell tapped home Chiedoze Ogbene's low, drilled cross from the right.
The lead was doubled with 33 minutes on the clock, Vassell expertly lobbing the ball over the head of Oxford keeper Simon Eastwood from the edge of the penalty area.
The Millers' two-goal hero then turned provider in first-half injury-time, crossing for Wood to climb highest and send a towering header into the home net via an upright.
Substitute Marcus Browne did pull one back for the hosts after the break, but his 71st-minute effort was to prove too little, too late to alter the outcome of the contest.
Oxford United: Eastwood, Long, Dickie, Moore, Ruffels, Brannagan (Holland 46), Gorrin (Browne 46), Baptiste, Fosu-Henry, Sykes, Mackie (Taylor 60).
Rotherham United: Iversen, Wiles, Ihiekwe, Wood, Olosunde, Ogbene, Barlaser, Crooks, Adelakun (Lindsay 71), Vassell (Ladapo 76), Smith.
Referee: David Webb (Lancashire).