Smith is one of only three senior strikers at Rotherham and manager Warne is looking to increase, not decrease that number. So with time running out to sign replacements, he is hopeful Smith will still be a Miller by the end of next week, but realistic.
"I haven't (had any firm interest)," he said. "My recruitment have sent me certain rumours about Smudge. I even had someone contact me yesterday to say they'd heard definitively he'd left. That was news to me.
"I've just seen Smudge in the gym and it wasn't a cardboard cut-out so he's definitely still here. Nothing's happened and nothing's happened with any of my other players but I would expect over the course of the next few days for some calls to be made on certain players and we'll see where they go.
"I can't be that confident because he's a very good player but I'd like to think he's here. For him to go it would have to be a deal that would suit the club as well as him and we'd have to have a sufficient replacement for him, which is very difficult.
"I do know there's a real dearth of strikers out there because I've spoken to many different managers after the same thing.
"I've said before it's the least amount of movement I've seen in the Championship, no one's prepared to let any players go. Because of that there's a smaller market than ever and people haven't got the money to buy players.
"I am confident we'll get to Wednesday without losing anyone, however I am intelligent enough to realise that could change in a heartbeat.
"There could be a game on Saturday a team thinks they could have win if only they'd had that player, a little bit more pressure goes on an owner to back their manager and something might happen but I don't foresee anything before this weekend."
Rotherham will be without winger Chiedozie Ogbene at home to Doncaster Rovers on Saturday but his hamstring injury is not too serious. Curtis Tilt's hamstring problem has been a much longer-term problem, but he is set to make his first appearance of the season when the two South Yorkshire clubs meet again in the Football League Trophy on September 7.
"It's good news," said Warne of Ogbene. "It's not as severe as we feared, not thought. We didn't think it was a big deal so it was precautionary to a certain extent.
"This weekend will come too quickly, that's for sure.
"We had a game at the training ground against Sheffield United on Tuesday and (Tilt) played 60 minutes in that to knock the cobwebs off.
"I'll earmark him to play in the Donny cup game and hopefully that will be the last box to tick for him.
"I know Shane Ferguson's got a bad foot. He took a bit of an injury in training on Tuesday. He won't be training today (Thursday) but hopefully he'll train tomorrow to be included in the squad."