Wycombe had marginally the better chances at Adams Park but in second-half stoppage time, Michael Ihiekwe rose highest to head home Joe Mattock’s corner and give the Millers a 1-0 victory.
Both teams excelled at set-pieces en route to promotion from League One last season and Warne believes it was fitting a corner made the difference on the opening day.
He said: “I’m pleased to get off to a win. It was a really competitive game with both teams going for it.
“We were both the best teams for set-pieces last year, so it wasn’t a massive surprise one of us won it with a set-piece. It could have been Wycombe, it could have been us.
“I thought second half we were a little bit in the ascendancy. The highlight is going in the dressing room afterwards and all the lads are buzzing. There were some good performances but we’re going to need to get better to win more games.
“Sometimes you get your just rewards and sometimes you don’t and luckily this week we were on the right end.”
Rotherham have become the archetypal yo-yo club in recent years, with every one of their last four seasons either ending in relegation from the Championship or promotion from League One.
They will be eager to break that cycle and Warne claims this victory sets them in good stead - certainly better than the 2018/19 campaign when they were thumped 5-1 by Brentford on the opening day.
He added: “It’s nice to start the season with a win. The last time we were in the Championship, Brentford gave us a right good lesson so it does feel better this time!”