Rotherham welcomed new head coach Leam Richardson but they remain winless since October - a nine-game streak which has seen them drop to the foot of the Championship.
The first chance of the game fell the way of the visitors, with a low corner from Alex Mowatt finding its way through to Darnell Furlong who poked wide at the near post.
Rotherham's first opening came through the recalled Jordan Hugill but his floated header from Ollie Rathbone's free-kick was easily gathered by Alex Palmer.
That was as good as it got for the remainder of the half as West Brom kept the ball well but did very little with it.
The visitors finally showed some adventure early in the second half with a mazy dribble from skipper Conor Townsend leading to a cross to Jayson Molumby, but he miscued his volley off target.
They went in front on 54 minutes when a cross from Molumby was cleared hastily by Dexter Lembikisa and only as far as Diangana, whose low effort took a deflection to wrong-foot keeper Viktor Johansson.
Rotherham tried to respond quickly but Arvin Appiah lashed way off target after finding space around the edge of the box.
The visitors almost fashioned another chance through a succession of Furlong's long throws and then substitute Wallace whipped in a dangerous cross which had to be cleared to safety.
Richardson looked to his bench with the hopes of mustering a chance for a leveller in the closing stages.
The Millers' record signing Sam Nombe joined Hugill up front but it was Hakeem Odoffin who almost got on the end of a whipped cross from the right wing.
Rathbone also delivered a dangerous ball from a free-kick and it was almost met by Nombe's head before it drifted out to safety at the back post.
West Brom made sure of the points in the 90th minute with Wallace curling in an inch-perfect free-kick from the edge of the box.
Tom Eaves looked to grab a consolation for Rotherham in added time but his header from Lembikisa's cross was blocked by former Miller Semi Ajayi.