Will Vaulks conceded a late penalty for a foul on Graham Carey, who rose to strike the winning goal from the spot.
It left Warne to bemoan their lack of killer instinct, having just Richie Towell’s fine finish to show for their efforts before Joel Grant equalised.
Goalkeeper Remi Matthews produced some fine saves to deny the visitors in Devon and susbstitute Caolan Lavery also had an effort ruled out for offside.
That was not good enough for manager Warne, who claimed: “We could have been two-one up with two minutes to play but they went up the other end and got the goal they needed. It was hugely disappointing, I thought we played really well.
“Plymouth started brightly but from then on, I thought we were the better side. Marek (Rodak) did not have a save to make in the second half. It’s a pity we didn’t take our chances when we had them and their goalkeeper was the man of the match, which says a lot about our performance away from home.
“The lads are hurting. They don’t want to lose football matches. We have to learn to be more ruthless going into the play-offs. If you don’t take your chances in games, then you don’t win. It’s easy to criticise on the two goals we conceded but I was critical on the chances we missed.
“Will Vaulks went to ground for the penalty, which is always dangerous, but I thought he got the ball.”
Plymouth Argyle: Matthews, Threlkeld, Vyner, Bradley, Sawyer, Sarcevic (Ainsworth 65), Fox, Ness (Songo’o 90), Carey, Grant, Lameiras (Taylor-Sinclair 89). Unused substitutes: Miller, Letheren, Fletcher, Rooney.
Rotherham United: Rodak, Emmanuel, Ihiekwe, Wood, Purrington, Forde (Taylor 67), Vaulks, Towell, Williams (Newell 78), Ball, Smith (Lavery 72). Unused substitutes: Ajayi, Palmer, Price, Cummings.
Referee: D Handley (Lancashire).