The Millers lost to Hull in midweek but bounced back against the Lions, winning thanks to Sean Raggett’s first-half header in torrential rain at the AESSEAL New York Stadium.
Raggett, on a season-long loan from Norwich, climbed highest to nod in Will Vaulks’ cross in the 20th minute and that proved enough.
Warne said: “I thought it was a real football game in Yorkshire. The weather has changed and it feels like the football season is finally here.
“If you are a neutral you would think it’s a good game, both teams are trying to win.
“Both teams are good on set-pieces, I thought it was a really enjoyable game. It would have been more enjoyable if we’d have scored a second goal but I am really proud of the team, we have had pockets of spells in games where we have done well but there has always been an error to kill us.
“The lads have done everything for us to get the win against a really good side. For us to get a win and not to lose two home games in a row was crucial.”
Rotherham’s afternoon could have been more comfortable if Michael Smith had scored a golden chance in the second half, while Ryan Williams and Ryan Manning also went close.