The points loss has seen them fall out of the play-off places and they now look to have lost any real chance of making up the lost ground.
Rotherham dominated the first period and Chris O'Grady had the ball in the net after 33 minutes but his effort was ruled out for offside.
And the home side had a good shout for a penalty turned down when Peter Holmes raced through and appeared to be tripped but the referee waved aside Rotherham's claims.
Bradford's main threat before the break came from set-pieces. Eddie Johnson got in a header from a Paul Heckingbottom free-kick and then Johnson followed up by driving a free-kick high over the bar.
Barry Conlon brought a good save from Andy Warrington in the Rotherham goal just before the break.
And within three minutes of the restart the visitors took the lead. Tom Penford fed Joe Colbeck wide on the right and he cut in to hit a shot across goal from the edge of the penalty area which hit the left-hand upright and went into the back of the net.
But hard as Rotherham tried in the last 20 minutes they could not find a way through City's resolute back-line.