Matthew Spring was the first of three Leeds players to be denied by the woodwork when his shot struck the post.
On-loan striker Rob Hulse saw his shot rebound off the inside of the post, and a similar fate befell Marlon King.
The biggest cheer of the afternoon was for Lucas Radebe who came off the bench five minutes from time for his 200th and last appearance for Leeds.
Rotherham manager Mick Harford:
"I thought some of the defending was particularly good and overall we just edged it and probably should have sneaked it at the death.
"It was the best Rotherham performance since I came here and all credit to the players. They have been relegated and deserve a little accolade to end the season on."
Leeds: Sullivan, Kelly, Gregan, Kilgallon, Pugh (Radebe 86), King (Richardson 75), Wright, Spring, Lennon, Hulse, Moore. Subs Not Used: Butler, Ilic, Rothery.
Rotherham: Pollitt, Minto, McIntosh, Barker, Hurst, Duncum (Vernazza 86), Keane, McLaren, Mullin, Campbell-Ryce, Proctor. Subs Not Used: Scott, Newsham, Montgomery, Bradford.
Booked: McLaren, Keane, Hurst.
Ref: L Mason (Lancashire).