The 58-year-old lost his job at Don Valley after a run of five games without a win, which culminated in the 5-0 televised thrashing by Chesterfield last week.
And Moore, who also enjoyed a successful stint during his playing days, is disappointed his second spell as Millers manager is over.
"I am deeply saddened to be leaving the club," he said in a statement to the League Managers Association. "I would like to offer my sincere thanks to all the fans, players and staff who worked so hard to try and bring success on the field.
"I remain very proud of my time with Rotherham, not just during this reign but also during my first spell as manager, in addition to my playing days with the club.
"I now wish everyone connected with the club all the best for the future and for their quest for promotion this season."