The Trottiers were given another thrashing as new boss Keith Hill's first league game in charge ended in a 6-1 defeat at the New York Stadium.
Hill handed debuts to six players following a host of new deadline-day arrivals after the club's recent takeover, but Bolton have now lost their last four league games 5-0, 5-0, 5-0 and 6-1.
Thibaud Verlinden gave Bolton an early lead on his league debut, but Rotherham stormed back through Ben Wiles, Freddie Ladapo and Carlton Morris to take control before the interval.
Ladapo and Morris both scored their second goals within the space of two minutes early in the second half and Jake Hastie completed the rout in the 65th minute.
“I always think we can be better,” said Warne. “If I didn’t I’m not doing my job properly. We’ll watch the game back tomorrow then prepare for Sunderland. We’ll see what things we could have done better.
“We had plenty of chances, first-half. The set-piece caught us cold, even though we haven’t been able to have them watched, I knew set-pieces would be a problem. Someone fell asleep, so that’s a problem.
“But, overall, to score six goals at home in the sunshine, it was a good workout against a good Bolton side. We weren’t playing against an Under-21s – anything but. They did cause us problems, at times, but more often than not, the lads answered the questions.”
Warne thought his side got stronger as the game went on.
“When the subs came on and the game-changers came on, it made us even stronger," he added. "We got what we expected from Bolton, they had a lot of possession of the ball. Verlinden’s a really good player – I watched him myself in the summer.
“I thought they (Bolton) would start really well. They had a brilliant following and they stood to a man to the final whistle and clapped their team off, which was hugely impressive. For them to score early on was a good character test and the lads passed the test.”
Rotherham United: Iversen, Mattock, Wiles, Ladapo, Morris (Smith 67), Robertson, Lindsay (Barlaser 75), Crooks, Ihiekwe, Olosunde, Hastie (MacDonald 67). Unused substitutes: Price, Jones, Wood, Lamy.
Bolton Wanderers: Matthews, Emmanuel, Hobbs, Wright, Murphy (Darcy 62), Crawford, Chicksen, Weir (Lowe 39), Verlinden, Politic, Bridcutt. Unused substitutes: Alnwick, Zouma, Boon, Brown, Senior.
Referee: S Stockbridge