The Millers won the race to secure the signature of the Sunderland striker on a season-long loan late on Tuesday evening - much to the disappointment of Rovers.
He is in the final year of his contract on Wearside and admits that the prospect of earning a long-term deal at Rotherham is also in his thoughts.
On interest from Doncaster, he said: "Yes, there was a possibility throughout the window and it was no secret that I would be leaving Sunderland, so there were lots of teams interested.
"But it is just one of those things; that's football. But ultimately, I made a decision and that is Rotherham.
"As soon as I found out about the interest of Rotherham, it was something I wanted to pursue and I spoke to my agent and spoke about a few clubs. But as soon as I heard about Rotherham, that was one I pushed as much as possible.
On heading to Rotherham, the Northern Ireland international added: "There were lots of reasons. I spoke to the manager and the way he spoke about the club and team and how I would help the team and the attacking style of play and the amount of crosses and statistics are massive these days and I got sent some information on the expected goals and crosses.
"They are a really strong side who will be pushing at the right end of the table."
"My loan is to the end of the season and then I am out of contract. It (staying longer) is not something we have spoken about, but of course if the loan goes well and the club are happy to see what happens, then that is definitely we will consider further down the line. But for the short time, while it is just a loan, it is not something that will get spoken about.
And on the reasons behind his difficult time at Sunderland, he said: "If I could put my finger on it, I would have changed it and made it work a long time ago. It is just one of things. I signed last minute in (January, 2019) and we lost in the play-off final and it did not quite happen then and then there were a few different managers and styles and it just didn't work for whatever reason.
"It is just football and life in general. It just didn't work and it seems like it was never going to."
"Sunderland did not work out how everyone expected. It is one of those things and I feel like I am in great shape and have always looked after myself.
"I have been training to a really high standard at Sunderland, even though I have not got the minutes recently. I am still that same player and goalscorer."