The U's had beaten League Two's top two, Gillingham and Port Vale, in their previous two games, but they must have been left wondering what hit them as the Millers kept finding the net in rapid succession on Tuesday night.
Alfie Potter was very lively for the hosts in the first half an hour but once David Noble had put Rotherham ahead with a shot that deflected off the toe of Michael Raynes to wrongfoot keeper Luke McCormick, there was only one team in it.
Kari Arnason headed in Ben Pringle's corner three minutes later and skipper Johnny Mullins, who had been loaned out to Oxford earlier in the season, made it three with a great 16-yard strike.
It then became embarrassing for Chris Wilder's troops as Pringle added a fourth before half-time with a far-post tap-in from Alex Revell's ball across the box that McCormick just couldn't reach.
Raynes cleared off the line from Lee Frecklington in the second half as the visitors threatened a fifth.
But Oxford played with a lot more discipline to halt the flow of goals.