"We were clearly second best today. Bristol City were technically better than us, but I was proud of the way my players stuck to their task," he said of the Millers who are headed for League One.
"Tom Eaves had a great chance to open the scoring. They will say their goalkeeper made himself big for the save, but it was a key moment because goals change games.
"I would like to have seen how we performed if taking the lead. But it wasn't to be and then the referee has made a mistake for the penalty.
"I thought at the time that Tommy Conway went down late and having seen the incident again I know he wasn't fouled.
"There was not much we could have done about the free-kick, although again I wasn't sure it was a foul.
"But the players kept going to the very end. This is one of the biggest challenges I have taken on, but I am confident that we can bounce back next season.
"I am preparing a document for the chairman which will lay out my views and plans to get us back into the Championship.
"He wants me to be brutally honest and that will be the case. I will deliver the document next week and then the hard work begins."