To their credit they did test Leeds in an improved second half and Michael Proctor did put the ball in the net four minutes from time only to see it ruled out for offside.
It had all started so brightly. Inside the first minute Rob Hulse flicked the ball over his marker and raced through on goal but put his shot was too close to Mike Pollitt.
From then on it was hard to find any moments of genuine quality in the first half. Aaron Lennon made a few exciting runs but with little end product.
He and Hulse wasted good chances with poor finishes and Matthew Spring squandered a superb opportunity when he latched on to a mistake by John Mullin to run clear on goal only for his carefully placed shot to hit the outside of the post and away for a goal kick.
Rotherham's approach play was neat enough - at times they outpassed Leeds. Jamal Campbell-Ryce showed some good touches, but they lacked any kind of cutting edge and never really troubled Leeds' player of the season Neil Sullivan.
Just as in the first half, Hulse quickly raised the temperature in the second period, his powerful shot cannoning back off the post.
Leeds finally raised the pace of the game and started to test Pollitt. Matthew Kilgallon sent a header flying just over the bar from a corner and Ian Moore flashed in a shot that forced the Millers keeper into a good save.
Marlon King, in his final loan game, became the third Leeds player to hit the post while at the other end Paul McLaren almost caught Sullivan out with a looping header but the Leeds keeper got back and palmed it away.
Proctor put a free header over the top with the goal gaping and when he managed to break free and get a shot on target, Sullivan pulled off a world-class save.
All-in-all, the game summed up Leeds' season. A very good effort but needing improvement.