The 3-0 home defeat to Southend marked the end of Rotherham manager Steve Evans' six-game stadium ban and his team saved the worst until last, according to assistant Paul Raynor.
It was Britt Assombalonga who led the Southend goal charge. He netted twice and would have had a hat-trick but for a goal being ruled out.
"Steve's on the floor and I'm on the floor after that," Raynor said. "I am lost for words if I am honest. Sometimes you have to take it on the chin. It's easy to gloss over things and put a positive slant on things and find positives in performances, but I can't find one if I am honest."
Assombalonga had a first half effort ruled out for offside, but he nodded home David Martin's cross after 51 minutes and then added a second 14 minutes later from Sean Clohessy's cross.
And he had a hand in the third as his shot was pushed on to the crossbar by Millers goalkeeper Scott Shearer, before Martin headed home the rebound from close range.
Raynor added: "There seemed to be a lack of desire, a lack of passion. We didn't win enough first balls or enough second balls. I thought Southend were excellent if I am honest.
"We had players out there hiding and I hate to say that. I cannot stand in front of many of them and say, hand on heart, they gave us everything because they didn't."
Southend manager Paul Sturrock was delighted by his team's performance and Assombalonga in particular. He said: "We have had a couple of results that went against us, but I think we have showed we have some quality players.
"They worked their tails off the whole game and kept their shape which has been really important and the front two have caused mayhem.
"Last season was a big disappointment to us not to make the play-off final, but we have restructured the team and it took a while for them to settle, but they are now learning what the score is."