The Millers - who won thanks to Will Vaulks's superb second-half strike - travel to Scunthorpe next Saturday.
They then play the return leg at the NYS on Wednesday May 16.
Against Blackpool, manager Paul Warne included left-back Joe Mattock, after the defender missed the last seven games with a hamstring injury.
Matt Palmer and Jon Taylor were also included, as Warne made three changes ahead of the play-offs.
With half the pitch bathed in early evening sunshine, it was an open game and Rotherham who came closest to breaking the deadlock.
Full-back Josh Emmanuel raced through, after a low cross evaded the Blackpool defence, but blasted his shot wide.
An unmarked Mattock then had a far-post header but he failed to test goalkeeper Christoffer Mafoumbi, as did Ryan Williams after bursting into the box.
A the other end, Nathan Delfouneso was a danger, and earned a free-kick, but Sean Longstaff's set-piece was easy pickings for Marek Rodak in the home goal.
Millers captain Richard Wood drilled a low chance wide, after a cross from David Ball picked him out at the near post, but the hosts could not find a goal their approach play deserved as they went in 0-0 at half-time.
Will Vaulks fired Rotherham in front with a long-range strike on 58 minutes.
David Ball was denied by the quick reactions of Mafoumbi, while Blackpool missed a glorious chance of an equaliser.
The ball dropped to Delfouneso with the goal at his mercy, but he dragged his volley wide.
Both goalkeepers then came to the fore with fabulous saves.
First, Mafoumbi denied Vaulks a second goal, diving to his right to parry away the long-range strike.
Then Rodak had to be alert after Kelvin Mellor saw his header creeping in, before the Millers stopper tipped the ball away from under his crossbar.
Blackpool came close to an equaliser, but substitute Mark Cullen blasted over - he was offside to spare his blushes - while Dan Agyei curled an effort just wide of Rodak's right-hand post.
Ollie Turton then somehow side-footed his shot wide, when it looked easier to score, as Rotherham finished the campaign with a home win.
“I think the heat took a bit out of both teams,” said Warne. “I thought we were good, first-half, without creating anything clear-cut. We had a bit of joy with Willo (Ryan Williams) down the left-hand side especially. I was content with what I saw, I thought our performance was okay.
“I made some changes pretty early in the second-half to save and to freshen up. They had a good 15-minute spell where their play probably deserved a goal. But I thought Marek was outstanding and, in fairness, he is paid to keep it out of the net. I thought he did really well and, on another day, they might have scored.
“I was expecting a really good side who have won four out of five and battered Shrewsbury. So I knew what sort of game it was going to be. If we’d have got a second goal we might have been a bit calmer, but at 1-0 they were still throwing everything at it. Apart from a couple of incidents, I didn’t know if they were going to score, but it would have been nice if we’d have got that second goal.”