It was a bitter afternoon for the visitors, who dominated most of the game, only to be thwarted by a combination of poor finishing and excellent goalkeeping by Brad Collins - and another poor decision going against them from an official.
The Millers - who suffered frustration ahead of the game with the news that their appeal against Matt Crooks' sending off against Middlesbrough in midweek had been rejected - saw their pains massively compounded in the second minute at Oakwell.
Former Millers loanee Carlton Morris challenged visiting keeper Viktor Johansson in the air after Michal Helik’s initial header and replays showed he led with an arm and caught the Rotherham player in the process of bundling the ball into the net.
After lengthy treatment, Johansson came off and sustained damage to his eye socket in the incident.
Warne, whose side are four points adrift of fourth-from-bottom Derby County, who lost out 2-1 at home to Birmingham, said: "I think everybody had the same opinion as me, but the only one that counts is the referee. It is difficult for me to go crazy, but goalkeepers got protected more than any other player on the pitch and I have a player sent off for less than that recently and having a three-match ban.
"My keeper has to leave the pitch after one minute and it looks like he has got a broken eye socket...I am not saying there was any maliciousness from the player at all. But I have spoken to him and he thought the referee was going to blow straightaway and did not think it was going to stand and nor did anybody else."
On watching his side dominate the game, but fail to take any chances en route to a fourth successive defeat, he added: "We did enough to come away with a win, let alone a draw and the lads gave everything, but unfortunately, the most crucial part is putting the ball in the net and we did not. I am a tad frustrated.
"I can't believe we've come away with nothing. They can't have been many games where we've had more attempts on goal or clear-cut chances. It's not that often the opposition manager tells me that my team should have won either. I'm hugely disappointed.
"I can't knock the lads' effort. We had enough chances to score. We played with ten men for 70 minutes on Wednesday and still put in a right shift here. We're playing nearly a quarter of a season in a month and the lads are still putting that amount of effort into a game. That's how much they want to stay up.
"That's how much fight they have in the dressing room. We just needed that little bit extra in the six-yard box.
"I think Chieo (Ogbene) could have had a penalty if he'd gone down but he stays on his feet. We've missed other chances. The other results have gone for us and I don't know if that makes me feel better or worse.
"We feel like we're against the world and that decision in the second minute reaffirms my belief that everyone wants to see us down."