The Millers have been in discussions with four of their current squad over new deals, but Warne admits the situation is “sticky”.
He believes the four involved, two of which are Matt Olosunde and Clark Robertson, are waiting to see which division the club are in before committing to fresh terms.
He has no problem with that, but as a result has now turned his attention to signing replacements.
“The lads have that right, but if they don't want to talk about it now it means we have to replace them,” he told the Star.
“If by the time they want to come back to me and sign and I have replaced them then they know that risk as well. But I understand it from their point of view.
“You always try and replace where you think you have got a dearth.
“You always try and replace, which is difficult for us, if anyone comes and cherry picks your best players.
“If someone comes in and pays £2million for our best player they are very difficult to replace.
“I always go down the route that if they choose to stay then I have got a decision to make but if they don't I am further down the road of trying to replace them.
“That happens at every club, there is always that natural erosion.”
The Millers have 11 games in 37 days to save their Championship status and Warne says that will be the decisive factor in whether the quartet choose to stay.
“A bit sticky I would say,” he said when asked about the state of negotiations.
“All four players are players who are doing well for us, playing and who foresee their careers in the Championship.
“So we all pretend it's something else, but I believe they want to play in the Championship and earn as much money as they can and play in front of as big a crowds as they can and how can I blame them?
“They are happy to talk about it at the end of the season, the old classic.
“Pep (Guardiola) said the other day that he has got so many games he hasn't even got time to consider a contract.
“It isn't quite true. People like putting it onto the backburner.”