The energy that seemed to have drained out of them before Thursday's visit of Coventry City and as full-time approached, it looked like the gripe was going to be that for the second weekend running, they had outplayed their opponents without putting the game to bed.
In the end, it was much worse than that.
With the game ticking into the 89th minute, Birmingham City captain Harlee Dean headed a left-wing cross into the net. Somehow, the Millers had suffered a second successive defeat.
The gap to safety is still four points and whilst Rotherham have two games in hand, they have lost the momentum which was behind them as recently as Tuesday. In the “week of death”, it is the two most important games they have lost.
The course of this relegation battle never runs smoothly but it feels like this might have been the afternoon it started to run away from Paul Warne's side. It was harsh on them, but the Championship has always been an unforgiving league.
As on Thursday, the visitors were quicker out of the blocks, Lukas Jutkiewicz heading a Maxime Colin cross over inside the first half-minute, but this time the Millers settled much more quickly.
It was more of a scuffle than a game, Callum Roberts launching plenty of throw-ins into the Millers' box, sometimes from a different postcode, it seems. Whilst Wes Harding hurled a few in at the other end, Rotherham's set-piece threat came more whenever the game was restarted with the ball at the feet of Lewis Wing, the one player whose ability looked out of place in this prosaic struggle.
Warne knew what he was up against, selected a back five made up entirely of central defenders safe in the knowledge that the ball would be spending a fair amount of time in the sunny sky.
Freddie Ladapo was recalled and along with Wing, showed the brightest mind.
When he exchanged passes with the on-loan Middlesbrough midfielder in the sixth minute, Ladapo cleverly let the return pass run across him and shot just wide.
It was Wing who released Ladapo with a lovely pass down the inside-left channel but both players and Shaun MacDonald would have shots blocked.
There would be another excellent pass to him with 20 minutes to go, but Ladapo flashed the ball across the area without a red shirt getting on the end of it. It was that sort of day for Rotherham.
Wing had won a 13th minute corner when Michael Smith hustled Roberts at the byline but the flag kick came to nothing, as did Neil Etheridge's drop from a Wing free-kick by the touchline three minutes later.
He was intelligent enough to mix up his deliveries, playing a one-two with Shaun MacDonald from a short corner and drilling the ball low for the other MacDonald, Angus, to touch just wide.
Rotherham should have gone ahead after breaking from a Roberts throw midway through the half but when Matt Crooks, pushed slightly deeper by Ladapo's return, pulled the ball back for Smith, he missed the target.
Michael Ihiekwe volleyed over when a Harding throw caused chaos.
At the other end, Gary Gardener curled a free-kick over after Harding's foul but Birmingham's bite was worse than their bite until the final stages.
Rotherham remained positive, wing-back Clark Robertson releasing centre-half Richard Wood down the left wing but Dean heroically threw himself in the way of Wing's shot. Michael Smith lopped a Harding cross onto the roof of the net.
Two spells of treatment for Shaun MacDonald disrupted Rotherham's flow and when Ladapo dwelt on the ball in the 74th minute,Crooks was forced into an excellent slide tackle to stop Jonathan Leko and Viktor Johansson saved a Jutkiewicz header.
Ben Wiles, Jamie Lindsay and George Hirst were thrown on for the last 10 minutes to inject energy and the latter's brilliant turn started a move which saw Wing shoot over, but ultimately Rotherham did not do enough to force the victory their play merited. Losing, though, was cruel.
Rotherham United: Johansson; Harding, Ihiekwe, Wood, A MacDonald, Robertson (Wiles 80); Crooks, S MacDonald (Lindsay 80), Wing; Smith, Ladapo (Hirst 80).
Unused substitutes: Blackman, Olosunde, Giles,, Barlaser, Sadlier, Ogbene.
Birmingham City: Etheridge; Colin, Roberts, Dean, Pedersen, Seddon (Friend 90); Sunjic, McGree (Sanchez 71); Gardner (Harper 90); Jutkiewicz (Cosgrove 90), Leko (Hogan 90).
Unused substitutes: Trueman, San Jose, Bela, Miller.
Referee: T Robinson (West Sussex)
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