Rotherham goalkeeper Gary Montgomery gifted Walsall victory with a disastrous injury-time blunder.
Jorge Leitao's speculative lob into the penalty area saw Montgomery completely wrong-footed and the keeper could only palm the ball into his own goal.
Kris Taylor's strike had given the visitors an early advantage.
Martin Butler headed the Millers level from a superb Deon Burton cross but Montgomery's late error ensured Walsall took maximum points.
Rotherham: Montgomery, Worrell, Barker, Murdock, Minto, Campbell-Ryce, McLaren, Williamson, Robertson, Butler, Burton.
Subs Not Used: Cutler, Keane, Hoskins, Otsemobor, Mullin.
Goals: Butler 42.
Walsall: Oakes, Pead, Gerrard, Bennett, Fox, Wright (Leitao 66), Standing, Osborn, Kris Taylor, Wrack, Fryatt.
Subs Not Used: Kinsella, Coleman, Dann, Larrosa.
Booked: Kris Taylor, Fox.
Goals: Kris Taylor 2, Leitao 90.
Ref: J P Robinson (E Yorkshire).