The Millers registered 22 shots but scored their only goal of the game with 54 minutes gone via Oliver Rathbone.
However, the visitors – who had just three attempts at goal – equalised through Chris Porter’s stoppage-time penalty. The Millers also ended the match with 10 men as Wes Harding was red-carded after being booked twice.
“The lads are devastated. It feels like a defeat because it was one-way traffic,” said Warne. “I am disappointed but it obviously feels like points dropped.
“There isn’t a lot wrong. I don’t think we can coach them any better or be any more organised. It’s just that we didn’t take our chances. Teams are going to come here, frustrate us and slow the game down.
“We have to be better. These games are banana skins for us.
“It felt like we were comfortably the better side but we share the points, which is ultimately the most important part.”
Freddie Ladapo missed one of the best chances to seal the win while Warne had no complaints over the penalty decision.
He added: “It was a penalty, I’ve no issue with that.
“Overall I thought our performance was very good. They had three attempts on goal and we had 20.
“Unfortunately we just didn’t get that second goal. While it’s 1-0 you’re still in the game.”
Rotherham United: Johansson; Mattock (Harding 46), Edmonds-Green, Wood; Barlaser; Wiles Ogbene, Bola (Ferguson 46), Rathbone, Grigg (Ladapo 70), Smith. Unused substitutes: Vickers, Sadlier, Lindsay, Ferguson, Ihiekwe.
Crewe Alexandra: Jaaskelainen; Offord, Daniels, Sass-Davies; Ramsay, Murphy, Robertson, Adebisi; Kashket (Porter 57), Mandron, Ainley (Lundstram 45). Unused substitutes: Richards, Finney, McFadzean, Gomes, Johnson.
Referee: S Allison (Wiltshire)