The midfielder opened the scoring in the 18th minute and netted again three minutes later as the Millers became the first team to win at Bolton this term.
After a disappointing draw against Lincoln City on Tuesday, Warne was delighted to see his side climb back into the top six.
“Bolton are a very good team and I think they will be easily in the top six,” said Warne.
“For us to come here having played so well in midweek (at Lincoln) and not got what we deserved, I am really pleased.
“We should be at least three points better off, but, generally, apart from one game, our performance levels have been good.
“The dressing room is in a good place and long may that continue. For the neutral, the first half must have been brilliant because it was end to end.”
Bolton boss Ian Evatt and Rotherham assistant Richie Barker were booked after a bust-up on the touchline late on.
“They are trying to slow the game down,” claimed Evatt.
“When you grab the ball and put it under a seat, I then feel the need to go and get it. By me going to get it, I get yellow carded for going into their technical area. But I don’t know how I am going to get the ball back.”
The Millers return to action on Saturday against Crewe Alexandra, who have won just one of their seven league games this season.
Bolton Wanderers: Dixon; Jones, Almeida Santos, Johnston, Gordon; Sheehan (Lee 71) Williams; Sarcevic (Kachunga 76), Afolayan, Isgrove; Doyle. Unused substitutes: Gilks, Delfouneso, Aimson, Thomason, Baptiste.
Rotherham United: Johansson; Edmonds-Green, Wood, Mattock; Barlaser (Lindsay 60); Ogbene (Harding 46), Wiles, Bola, Rathbone; Grigg (Sadlier 77), Smith. Unused substitutes: Vickers, Kayode, Ihiekwe, Odoffin.
Referee: J Bell (Sheffield)