The last time Rotherham lost in the league was at Southend back in October - and Southend were in front after only 32 seconds of this encounter.
Rotherham kicked off and the next time they touched the ball, Andy Warrington was picking it out of the net. Sean Clohessy crossed from the right and Ryan Hall volleyed home his first goal for the club.
And with Rotherham looking anything but promotion hopefuls, they went further behind in the 12th minute when Blair Sturrock met Hall's corner and his bullet header flew past Warrington into the back of the net.
The home side had no answer to Southend's hard running and keen tackling and their only effort of the first half was a Nicky Law shot which Glenn Morris turned for a corner.
There was some improvement by the home side after the break and they pulled a goal back on the hour, Nick Fenton forcing the ball home in a crowded penalty area from Law's corner.
But a shot from substitute Paul Warne which was easily saved by Morris was all Rotherham could manage as they went down to their second home defeat of the season.