Rotherham, who had acquitted themselves well, felt they should have had a penalty as Karl Darlow clearly clipped Anthony Forde’s ankles after some poor handling.
Darlow then produced a heroic save to deny Jerry Yates in the aftermath.
Then deep into stoppage time in the first half, Daryl Murphy broke the deadlock for Rafa Benitez’s Newcastle.
“I thought it was a penalty,” said Warne. “If Fordey had gone down he might have got it, but he was too honest and stayed on his feet.”
Warne had no complaints about how the game unfolded in the second half as the Magpies returned to the top of the Championship with a double from Matt Ritchie and a goal from Ayoze Perez.
“We limited them to very few chances in the first half, I thought the way we set up was working a treat. We went to toe-to-toe with them,” said Warne.
“My conversation at half-time was a lot more different to what I wanted to have and it was a psychological hit for the lads.
“They started the second half well and then the game was away from us. But I don’t think our season will be decided on this game. They have got class and quality all over the pitch, they will be a Premier League club next season. I am disappointed with how things went after the second, but I won’t take anything away from them.”
Newcastle United: Darlow, Yedlin (Sterry 80), Lascelles, Clark, Dummett, Ritchie, Hayden, Shelvey, Gouffran (Ameobi 64), Perez, Murphy (Lazaar 75). Unused substitutes: Barlaser, Hanley, Haidara, Sels.
Rotherham United: O’Donnell, Fisher, Wood, Belaid, Mattock, Smallwood, Forde (Kelly 87), Vaulks, Adeyemi, Taylor (Allan 75), Yates (Ward 61). Unused substitutes: K Wilson, Warren, Bilboe.
Referee: J Simpson (Lancashire).