A night of heroes: Middlesbrough 0 Rotherham United 0
The Millers won at Wembley last season, they went on a 14-match unbeaten run on their way to promotion.
It brought Warne's men their first away point of the season. It brought the small but vocal band of away followers to their feet.
And the point was well deserved. High-flying Boro were shaken. Rotherham defended for their lives when they had to, attacked with intent when they could.
"It might sound a silly thing to say,but I would have been proud of the lads even if they had conceded late on," Warne said.
"Without being disrespectful, I think Middlesbrough sort of ran out of ideas by the end. The boys worked unbelievably hard. They gave everything. They played really well."
Rotherham were more than a match for the table-topping home side before the break and had the best chance of the first half.
Ryan Williams looked certain to score after a superb run and cross from the left by Kyle Vassell left him with time and space right in front of goal.
Darren Randolph's save was superb but the Millers winger was a little too casual and should have buried his 21st-minute opportunity.
Boro almost made him pay a minute later when Martin Braithwaite was sprung clear by Jonny Howson's pass only to try to be too clever with his chip, allowing Marek Rodak to win the one-on-one.
The Millers were taking the game to Boro and had forced five corners well before the half-hour mark.
Will Vaulks, captain for the day as Richard Wood was dropped to the bench, was nearer row Z than the goal after being teed up by Williams in the 31st minute.
Boro responded, with Britt Assombalonga just failing to connect with Braithwaite's cross in front of an empty net before Aiden Flint headed a corner wide, but Rotherham went in the break well satisfied with their efforts.
The Millers were frustrating Boro and the Riverside crowd didn't like it one Britt. The Assombalonga it went on, the more they voiced their displeasure.
Tony Pulis had warned his team against complacency in the build-up to the game.
“Rotherham are very, very hard-working and honest," the Boro boss said. "If we're not on it, we’ll get a shock. We have to match Rotherham in every shape and form."
The Millers were hard-working, honest and a whole lot more.
Ryan Manning wasn't that far away for Rotherham with a 20-yarder six minutes into the second half while Rodak was sharply down to deny Stewart Downing in the 58th minute as the former England winger ran in to shoot from the left.
The home support rose in acclaim as Downing tried his luck again after 70 minutes, the flapping side-netting fooling them into thinking their man had scored rather than narrowly missing.
Next to show were the Millers as Manning fired over again, Rodak did well to deny Assombalonga and, as the game went end to end, Smith picked his spot from 20 yards and was thwarted only by Randolph's full-stretch dive.
Rotherham held out towards the end and, when the dust had settled, found themselves a further point away from the drop zone.
"Hopefully, a result and display like this will give us more confidence on the road," Warne said.
Points like this are precious. Performances like this are precious.
There were raucous boos from many in the home stands as their evening went wrong.
But as the clock ticked down on a night of defiance, you could still hear that gaggle of Millers die-hards singing into the cold, dark, North East air.
"Come on Rotherham, come on Rotherham."
Middlesbrough (4-4-1-1): Randolph; McNair (McQueen 72), Ayala, Flint, Friend; Clayton, Besic, Howson, Downing; Braithwaite (Gestede 72); Assombalonga (Hugill 82). Subs not used: Dimi, Batth, Fry, Saville.
Rotherham United (4-1-4-1): Rodak; Vyner, Ajayi, Robertson, Mattock; Vaulks; Williams (Wiles 61), Towell, Manning, Vassell (Forde 82); Smith (Proctor 90+4). Subs not used: Price, Wood, Palmer, Newell.
Referee: Darren Bond (Lancashire).
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