Paul Warne on Chiedozie Ogbene injury exit in Sheffield Wednesday derby
The flying right winger had to leave the pitch midway through a first half the Millers were dominating because of a hamstring issue.
His replacement, Kieran Sadlier, missed a penalty just before half-time at AESSEAL New York Stadium before Rotherham conceded second-half goals to lose 2-0.
"Wednesday started with two left-backs to counter Chieo's threat," Warne said. "We started really well and he was a big danger for us.
"For him to come off was a big blow. I thought Sads did well when he came on but Chieo on song is something else.
"Our first-half performance was excellent. Unfortunately, the keeper made a great save from the penalty."
Rotherham were awarded a spot-kick when Callum Paterson ended Josh Kayode's run towards goal. Sadlier struck it well but Bailey Peacock-Farrell pulled off a stunning stop for Wednesday who are unbeaten in their opening four matches.
"I don't think it's so much a penalty miss as an unbelievable save," Warne said. "I think it's fair to say he's the best goalkeeper in the league."
Wes Harding was at fault for the Owls' opener and Ben Wiles and goalkeeper Viktor Johansson were found wanting for their second.
"I'm not saying we threw it away, that's definitely not the case. although they were two disappointing goals to give away," Warne said.
"At 2-0 down, I thought the lads ran out of steam in the last 15 minutes."
Wednesday manager Darren Moore said: "It was a pulsating derby. The most pleasing thing to me was the resolute defending and the commitment shown by the players.
"The penalty was the crucial moment in the game and it was a great save by Bailey. We thought the contact was outside of the box."