Semi Ajayi’s header deep into injury time gave third from bottom United their first away league win of the season.
It also took them level on points with Reading and Wigan as well as dragging QPR into trouble - Steve McClaren’s side are now just seven points above the relegation zone.
Ajayi opened the scoring with 20 minutes remaining and struck again in the final seconds after Bright Osayi-Samuel’s 85th-minute equaliser appeared to have rescued a point for the hosts.
Warne said: “It feels pretty amazing. I won’t underestimate how much it means to me and the dressing room. It was a big game for us.
“To take the lead and give it away, I was fearing the worst and thinking ‘If we lost this game now it’d be horrendous’.
“For us to come here and nick a goal so late means a lot. It was a really special moment for us. Any win is important, but this was extra special.
“There’s no disputing that it’s a dressing room with great character. They’re a great group.”
Ajayi’s brace took his goal tally to five in his past four matches and the Nigerian was outstanding throughout.
“He’s normally a centre-half but we’ve played him in midfield. He did well with both his goals and he was the difference between the two teams,” said Warne.
“With his physicality and the way he can get around the pitch, he broke up a lot of what QPR were trying to do and was influential in what we were trying to do.”