Lumley was at fault for a goal in the midweek defeat to QPR but responded with a faultless display in the goalless draw at Pride Park.
He made several top saves to deny a spirited Derby team who more than matched Middlesbrough from the start.
Uche Ikpeazu had the first chance in the 24th minute when a free-kick found him just outside the six-yard box but his shot struck the legs of Derby goalkeeper Kelle Roos.
Lumley was called into action to turn behind a Max Bird free-kick in the 31st minute before denying the midfielder minutes later.
He made his best save in the 55th minute when he dived to push away a Louie Sibley shot but Roos also did well to parry Jonny Howson’s header in the 63rd minute.
Middlesbrough almost won it in the 84th minute when Marc Bola swung in a cross and Matt Crooks headed against the top of the bar but Warnock recognised the performance of Lumley.
“I’ll have to leave him out against QPR away,” Warnock joked. “I said to him, ‘you won us a point today, Joe.’ A goalie’s got to get us 10 to 15 points, when you look at (Peter) Shilton at Forest and people like (Ray) Clemence, 15 to 20 points they won.
“That’s a good point for us today in the end, I’m disappointed we didn’t win it but if it hadn’t been for Joe we might have lost.”
Derby County: Roos, Byrne, Jagielka, Davies, Forsyth, Bird, Shinnie, Sibley (Stretton 64), Morrison, Jozwiak (Buchanan 83), Baldock (Watson 71). Unused substitutes: Stearman, Allsop, Hutchinson, Williams.
Middlesbrough: Lumley, Dijksteel, McNair, Fry, Bola, Morsy, Peltier (Howson 58), Tavernier, Crooks, Jones, Ikpeazu (Coburn 79). Unused substitutes: Olusanya, Hall, Payero, Daniels, Spence.
Referee: Andy Davies (Hampshire).