The Millers, who appointed Warnock a fortnight ago, beat Brentford 2-1 to kick-start their fight against Sky Bet Championship relegation thanks to goals from Matt Derbyshire and Danny Ward goals either side of Alan Judge's hotly-contested penalty.
With results going their way elsewhere, this first win in eight games moves Warnock's men three points adrift of safety but their upcoming fixtures are hardly kind.
Rivelin Valley Road Sheffield: Body found after police search of Rivelin Valley
Hosepipe ban: Reservoir near Sheffield less than 15 per cent full as photos show how water levels have plunged
The Long Blondes: Leadmill cancel gig after allegations surface against band creator Dorian Cox
Yorkshire Water announces hosepipe ban as Government prepares to declare drought in UK
Sheffield businessman Rong Ren ordered to pay £1.1m by courts over phones scam
They take on Sheffield Wednesday, Middlesbrough, Derby and Ipswich in their next four games, but Warnock thinks his side can surprise a few.
"It's nice to get the win, I said to the lads 'how does it feel, that's what you have to go through'," Warnock said.
"I really enjoyed it. They gave me absolutely everything, that's the Championship, you have to do that as a minimum.
"We have got some tough games coming up but they will be tough for them.
"It helps to get three points, just to get us back in the mix. They couldn't have given any more, we might be a bit limited, but we're not lacking in the heart stakes.
"I love the Championship because it is the way it is. I am usually going for promotion and you always come unstuck against teams at the bottom. I think we can be a coupon-buster in the next few weeks."
Of the penalty, which Mark Brown awarded when somehow adjudging Lee Frecklington to have fouled Sergio Canos, Warnock added: "It's not a penalty. He has just got himself in a muddle. I think he knew by the reaction.
"The lad got the ball, you could see where it has gone. I thought his officials might have helped him, we could see where we were, I thought they might have seen it and given him the chance to change his mind. It was so obvious, it's a major decision, it's really cruel."
Brentford did not deserve anything from the game and boss Dean Smith admitted as much.
"What went wrong was we got involved in a tear up and that is not our game, our game is about playing football, passing and moving it," Smith said.
"We did it at times in the first half without really creating too many opportunities. In the second half, we have given opportunity for the official to give too many free-kicks.
"I thought we had a very harsh penalty given in our favour. I thought their lad has touched the ball, at the time I thought it was a penalty but I have seen it back. I want to know why the second half was managed and officiating in a different way to the first half.
"It got their tails up, then we got involved in a bit of a scrap and then it became a bit of a 50/50. We probably deserved to lose in the end.
"Both goals were very poor goals, but then we had a great chance to equalise afterwards."