The Millers certainly had the better chances but could not convert any to earn a first league win of the Sky Bet League One season.
Christ Tiehi rattled the upright early on after picking up on an incisive pass from Reece James.
The Millers cranked up the pressure but Josh Griffiths pulled off a stunning double save to deny both Cameron Humphreys and Sam Nombe.
The goalkeeper continued to frustrate the home team when he blocked Nombe's effort from James' cross.
Isaac Hutchinson had a great chance to net at the other end but his shot was easily gathered by Dillon Phillips.
Second-half substitute Luke McCormick almost made an instant impact but he lashed off target from Grant Ward's cross.
Rotherham assumed control again but failed to get the breakthrough.
Jamie McCart saw his header rebound off the crossbar and Griffiths kept out Jonson Clarke-Harris' flicked effort.
They came close again when substitute Jordan Hugill's first touch saw him unleash a powerful volley which just whistled over the bar, but the match ended goalless.