The Millers climbed into the top six with their sixth win in eight matches, at Rochdale, last Saturday.
But the manager, in his first full season in charge, was quick to play down proceedings as his side moved up to fourth place after the first 12 games of the 2017/18 campaign.
“We are only in the first week of October,” he said. “I am not try to wee on dreams, but we need to keep performing.
“The pressure is on us to keep performing and winning at home, which isn’t going to be easy because teams are going to set up to frustrate us,and we need to keep picking up points away from home.”
Rotherham, one of top-scoring sides in English football, have won five of their six league matches at AESSEAL New York Stadium and have started to turn around their poor away record, with two victories in their last four fixtures on the road.
Warne is refusing to get carried away but admits to being pleased by the form his team are showing.
“If you’d told me at the start of the season we’d have been fourth at the start of October, I obviously would have taken it,” he said.
“Things have been building quite nicely. Apart from a couple of games where we have under-performed, I think we have been excellent. We have been good value away from home, not points-wise but performance-wise, and at home we have been good as well.
“The lads are getting more and more belief the more points they collect, so long may it continue.”
The Millers are at home to eighth-placed Scunthorpe United on Saturday, and Warne has a decision to make on who wears the goalkeeper’s jersey.
Marek Roadak, who has been first-choice since his loan switch from Fulham, missed the 1-0 triumph at Dale because of international duty with Slovakia and Richard O’Donnell came in and impressed.
Rodak returns to Rotherham training on Thursday, so Warne has both men available for selection.
“I thought Rich did really well,” said Warne. “He had confidence. His kicking was really good. With all my players, every time they walk on to the pitch it’s like they are on trial because our squad is pretty good.
“If someone doesn’t perform, they get changed. I have said that about goalkeepers already. I don’t look at them any differently. Rich keeping a clean sheet away from home is excellent.”
Rotherham reserves lost 2-0 at Roundwood against Port Vale in the Central League Cup this afternoon.
Starting 11: Price, Emmanuel, Murr, Onariase, Southern-Cooper, Wiles, Warren, Ball, Bray, Clarke-Harris, Yates.