The first half at the New York Stadium belonged to Rotherham and they could not have asked for a better start with a goal after 64 seconds.
Ben Pringle won the ball in the centre circle and raced through the heart of the Exeter defence before planting a low drive wide of Artur Krysiak.
Rotherham nearly had a second after 20 minutes when Krysiak saved bravely under challenge from Alex Revell, but the second goal came eight minutes later from former Exeter forward Daniel Nardiello.
Nardiello broke down the left, took a one-two around the last defender and fired past Krysiak from a tight angle.
Rotherham added the third just two minutes later. A left-wing cross was cleared straight to Michael O'Connor on the edge of the area and he fired home.
At the other end, Rotherham goalkeeper Scott Shearer had just one save to make - a 14th-minute free-kick from Craig Woodman which he pushed away for a corner.
The Millers made it four seven minutes after the break. Craig Morgan got his head to a long free-kick but could not direct it on target, but the ball was kept alive and played back into the area where Morgan lashed it home from close range.
There was some consolation for Exeter after 76 minutes when Danny Coles bundled the ball over the line from Arron Davies' corner, but it was too little, too late for the visitors.