Preston boss Alex Neil was left to rue a "frightening" opening after Joe Rafferty's bizarre own goal helped Rotherham to a 2-1 win at Deepdale.
Rafferty headed Freddie Ladapo's shot into his own net after just 17 seconds and Preston were unable to recover, despite dominating the first half.
Ben Wiles fired home superbly to make it 2-0 in the 55th minute, with Ched Evans' goal midway through the second half just a consolation for North End.
"I thought we should have won the game, we had enough chances to win the game," said Neil.
"But we didn't take our opportunities, which is really frustrating to watch on the side of the pitch.
"You need to be clinical and deadly in those areas, but I've never seen a start to a game like that. It was frightening.
"We huffed and puffed and got an equalising goal, but unfortunately it's deemed offside.
"The day is a sore one from me. We had so many chances, but the first goal was horrific. It's a sore one to take.
"I don't know how many times I've said it, but goals change games.
"I thought too many times we played square football, but we had enough chances to win the game.
"But no matter what level you're playing at, if you don't take your chances then you don't win.
"We had a shocking start, the lads will be horrified by it. At this level we should have defended their opening goal, especially because we had every player behind the ball."
Rafferty's misdirection left both teams stunned, with Rotherham manager Paul Warne feeling his side's half-time lead was undeserved.
But there was nothing strange about the second, with Wiles' sweet strike his first away from home in almost a year.
Evans pulled a goal back, netting his first for his new club with a typical poacher's finish as North End sensed a comeback.
Rotherham held on, however, escaping the Sky Bet Championship relegation zone in the process by rising to 20th with a third win in four.
"I thought Preston were easily the better side in the first half and asked us loads of questions," said Warne.
"We were lucky to go in at half-time with a clean sheet. I don't think our performance justified a 1-0 lead at half-time.
"But we changed it a little bit and got our wing-backs to play a little bit deeper and got our foot on the ball a little bit better. And I thought in the second half we were really good.
"We got another goal and I thought our play deserved a third goal. That was the only disappointing thing for me.
"We had to defend a bit of a siege because they threw the kitchen sink at us, so I was very happy to hear the final whistle.
"It's nice to be out of the bottom three, but we've got a lot of games to go. I'm really pleased with the lads' performance.
"I knew we would be criticised whatever we did, but we had to make changes. I took five key players out and I thought we had a decent spring in our step.
"Overall we're pleased with that win, but we've got to go again on Tuesday against a different competitor (Cardiff)."
