Lincoln defender Rob Dickie blocked former Imp Lee Frecklington's effort, before City's debutant goalkeeper Josh Vickers saved from Kieffer Moore.
Rotherham took the lead after 38 minutes when Proctor unleashed a stinging shot past Vickers from 22 yards.
The Imps nearly equalised when Jordan Maguire-Drew's corner was met by Sean Raggett, whose downward header was scrambled wide.
Millers keeper Richard O'Donnell kept out Raggett's header early in the second half and Vickers then made saves from Moore, Ryan Williams and Michael Ihiekwe.
City sub Ollie Palmer then made an immediate impact, his header causing panic in the Millers defence and Knott took advantage to slot the ball home and haul Lincoln level.
Joe Newell brought out another save from Vickers, before the Millers won it when sub Forde prodded in Joe Mattock's 78th-minute cross.