This time it was the Owls who were the better side over the 90 minutes at Hillsborough but Freddie Ladapo and Michael Smith scored their only two shots on target, both from second-half set pieces, to secure a win which cements Warne's Millers at the top of League One and looking increasingly hard to shift.
"We weren't at our best and Sheffield Wednesday are a real in-form side, especially at home," said Warne of opponents who had gone into the game unbeaten in four, having also not conceded. "They just had too much for us.
"We had to change it a bit at half-time and tell them a few home truths.
"Overall the game was very similar to New York (when the sides met in August) but reversed.
"I thought Sheffield Wednesday were the better side today and we win 2-0. Football's never fair but we got a good goal off a set piece and some dogged defending, we rode our luck on numerous occasions and overall I don't think the best team won but we're not complaining, we kept a clean sheet, we found a way to win and the lads put their bodies on the line for a good three points.
"At half-time I said to them I thought they were playing like underdogs, which I wasn't keen on.
"We were to anxious and it looked like no player wanted to make a mistake so in the end we needed up doing nothing with it. I said you can't live in fear, you've got to go for it, that's how we play.
"How we got in at 0-0 I don't know so I just ask them to play with a bit more clarity and belief. Second half I'm not saying we did that significantly but Ollie (Rathbone) came on and had an impact, Cheo (Ogbene) came into the game more and Shane (Ferguson) was significantly better, which was good because he was not great first half.
"We marshalled the games little bit better and had a bit more impact in the middle of the pitch whereas first half I didn't think we had any.
"I just spent the last 15 minutes virtually watching the clock."
Striker Ladapo had only started one league match and one Football League Trophy game since his transfer request came to light in early January, but he was alert when Ben WIles won a header at Dan Barlaser's 60th-minute corner, giving him the chance to score in a second Hillsborough game running. He and Smith both scored in March's game, with Ladapo's the stoppage-time winner.
"I knew if I put Freddie in the team I would get dog's abuse from half our fans but I get paid to make decisions I think are right for this club and I thought Freddie was really good, deserved his goal and cause them a problem," he said.
The victory puts Rotherham nine points clear at the top of the table. Second-placed Wigan Athletic have three games in hand, one at home to Crewe Alexandra on Tuesday before they come to the New York Stadium on Friday.
"I'm pleased but I'm not going to get a tattoo or anything," said Warne.
"It's just a win, another win.
"It (nine points clear) sounds good and if you offered me this in June I'd have obviously taken it but if you sat in my seat for a bit you think we could lose one, then back-to-back games, then another team has the ascendancy, we've just got to keep driving performances and keep pushing them on.
"Next game we'll have to play better to win at home against Wigan and hopefully we do."