Sunderland's Will Grigg expected to see out his loan at Rotherham United
The clubs are joint top of League One, gaining 50 points each although the Millers have played one game fewer than the Black Cats.
Grigg has scored six goals in 22 appearances across all competitions for Rotherham this season. With Sunderland and Rotherham finding themselves locked in a promotion battle, there had been fears the north east club may recall Grigg this January.
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Hide AdHowever, Warne has allayed those worries after revealing he received reassurances from Sunderland manager Lee Johnson over Grigg's immediate future.
"I spoke to Lee this week at length," said Warne.
"He reassured me there is no issue with Griggy. I wouldn't expect him to go back on that.
"I trust Sunderland and I trust their manager, so I don't foresee a problem."
Rotherham could lose record signing Freddie Ladapo this month after the forward surprisingly handed in a transfer request last week.
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Hide AdHowever, Warne said on Saturday afternoon that there had been no interest in the player who is in the final months of his contract.
"There's no interest that I know of," said Warne after Sunday's FA Cup penalty shootout defeat at QPR.
"However, I could turn my phone on in about ten minutes and I might have someone telling me that something's happened."
Last week, Warne said he is expecting Huddersfield Town not to exercise a recall clause and bring loan defender Rarmani Edmonds-Green back to West Yorkshire in the current transfer window.
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Hide Ad"They're really happy for him to keep his development going here," he added.
"He's grown up a little bit with us, I think, and he's had a really good season. If they have a disaster tomorrow, they could pull him back, but I can't see it happening."