A sell-out Millmoor crowd saw a scrappy, tense affair end goalless as both sides battled for their League One lives.
Both sides created chances to twin but Rotherham skipper Colin Murdock and defender Paul Hurst were in impressive form.
The Dons saw early efforts from Gary Smith and Craig Morgan from long range go wide and when Izale McLeod found a gap in the ninth minute his 25-yard effort was just off target.
And as Rotherham hunted for the goal to settle their early nerves, Lee Williamson curled in a superb free-kick and Shaun Barker's stooping header went over the bar.
A Paul McLaren free-kick into the area found North Ireland international Murdock who controlled cleverly but saw his shot deflected wide.
And in another spell of Rotherham pressure Williamson pounced on a loose ball and lashed a 20-yard shot over the top before the Dons produced their first effort on target late in the half when and angled drive from Gareth Edds was held by Neil Cutler.
After the break the tension piled on and in the first minute Edds hit a deep cross but Clive Platt headed over.
The home fans were edgy as MK Dons broke forward and substitute Scott Taylor was off target with a chance.
Fifteen minutes from the end Rotherham had a glorious chance when Paul Shaw sent striker Martin Butler clean through but Matt Baker saved the shot with his foot.
Five minutes later McLeod almost gave the Dons the winner with a rare left-foot curling shot but Cutler saved stretching to his top right-hand corner and Edds brought another save from the keeper with a low shot.