Sam Nombe struck at the death as Rotherham secured their first away victory in 41 league games with a dramatic 1-0 success at Cambridge.
Their opponents have matched a club-record eight league matches from the start of an EFL season without a win.
The Millers were almost handed the lead on 28 minutes when Joe Powell's free kick flicked off the head of Cambridge defender Liam Bennett before bouncing off the far post.
Visiting keeper Cameron Dawson was called on to tip over Korey Smith's shot three minutes later.
Soon after half-time Bennett's cross from the right was diverted narrowly wide by Dan Nlundulu, before Vicente Reyes came to Cambridge's rescue on 53 minutes with a good sprawling save from a Jonson Clarke-Harris header.
On the hour Dawson produced a remarkable save to deny Nlundulu from virtually underneath the crossbar, and the game looked set to end in a stalemate.
That was until the second minute of added time, when Powell's cross was guided home by substitute Nombe for Rotherham's first away win in 693 days.