But a trip to MK Dons, six points below them in the final relegation place in the Championship, was arguably their biggest game of the season, given what was at stake.
And how impressively Rotherham responded to the pressure, sweeping aside the Dons in a comprehensive victory to all-but secure their status in the second tier for a third season.
Matt Derbyshire put them ahead after just 54 seconds and further goals from Leon Best, Kirk Broadfoot and Richie Smallwood completed a fine afternoon’s work.
Warnock, who has inspired the stunning turnaround with the Millers having now collected 20 points from a possible 24, was happy to win, but also would not say his side are safe.
“It was an important game but I thought it was a comprehensive victory,” he said. “We started well with the goal and we couldn’t have got off to a better start. We missed a few chances in the second half, but we can’t get too greedy.
“I am not really too bothered if we are safe or not, I am only here for the short term, I want to win every game. I almost said we’re safe, nearly!
“It just goes to show what you can do with a good group who want to listen. I think they are amazing themselves with the ability they have and what they can do with the ball. It’s a great time and they are enjoying ourselves. It was important today.”
With an inferior goal difference to the Millers, MK Dons would now need a miraculous run of form to even give themselves a chance.
And manager Karl Robinson knows the severity of the situation.
“I’m never going to say yes to that am I?” he said in response to being asked whether the loss sealed their relegation fate. “It’s extremely difficult and very hard and the odds are stacked against us. We only have ourselves to blame.
“You get that tag of losing football matches and it’s so hard to shift. You have to find it from somewhere to cope with the demands of this level.”
Milton Keynes Dons: Cropper, Baldock, Kay (Maynard 77), Walsh, Lewington, Forster-Caskey, Potter, Bowditch (Baker 67), Williams (Carruthers 67), Murphy, Revell. Unused substitutes: Spence, Powell, Burns, Long.
Rotherham United: Camp, Kelly, Broadfoot, Wood, Mattock, Halford, G Ward, Frecklington (Newell 41), Smallwood, Derbyshire (Thomas 78), Best (D Ward 56). Unused substitutes: Richardson, Clarke-Harris, Facey, Kenny.
Referee: I Williamson (Berkshire).