Knill spoke to Radio Sheffield and admitted he would like to bring Alfie, who scored 24 goals last season, to Glanford Park.
"He's similar to Nicky Ajose (who Knill had at Bury on loan), he's a good player but the problem might be the fee and he's still under contract for a year, but we are interested," said Knill.
"Rotherham may not want to sell anyway and I'm not going to comment on any kind of bid as that would be unfair, he's their player and nothing to do with us."
Knill left Bury in March but could not save new club Scunny from dropping into League One, whilst the Shakers were led to promotion by another ex-Miller Richie Barker.