Speaking to BBC Radio Shropshire, Coughlan said: "I wouldn't have thought there'd be any emotion. It's just another game.
"I believe Rotherham are a League One side. Their position is false. It will be tough but it's about us, not them."
He added: "Mark Robins is a bright, up-and-coming manager, the fans are passionate, and they really care about their football club."
The Shrews are pushing the Millers local rivals Chesterfield for the final play off position, but a host of teams could make a surge for the top seven, with all Rotherham's four remaining games involving teams chasing glory.