Warne is expected to offer Jon Taylor, Ryan Williams, Joe Newell and Anthony Forde fresh contracts, along with Joe Mattock.
He was still deciding about midfielder Darren Potter's future after the midfielder made his first appearance since December 2017 in the final game of the season.
Warne does not expect all of them to sign on the dotted line, however, as they seek to stay in the Championship rather than drop into League One with the Millers.
“We're close on a couple and we're close on a couple of new signings as well," the boss revealed.
"We're working as hard as we can to rebuild.
"Regrettably, I think a couple of them will play their football elsewhere.
"I understand that. They want to give themselves an opportunity to play in the Championship again next year. They're a little bit reticent on signing a new deal."
The Millers are expected to announce their retained list in the coming days, but many players will already know their fate having jetted off on holiday for the summer.
The likes of young goalkeeper Laurence Bilboe, defender Manny Onariaise, forgotten man Dominic Ball, promotion winner David Ball and winer Alex Bray are also out of contract.
It would be a major surprise for any of them to earn a new deal, as only the Balls have been senior players in their time at the club.
Dominic Ball has spent the last two seasons on loan at Aberdeen and has no future in South Yorkshire while David Ball spent the campaign at Bradford.
Warne might ponder giving the striker a deal given he helped the side to promotion in League One last time out, but he has just been part of the City side that suffered relegation.
Warne, who is also away, wants to wrap his summer business up as quickly as possible and is working on signings.
A deal for trialist Julien Lamy is also expected to happen later in the summer, but there will be no deal for a second trialist.
A young midfielder from Ipswich was training with the club at the back end of the season and featured in a reserve game.
But Warne will not be taking it any further.
"I won't be taking him," he said "He's a great kid. He trained with us and I really liked him.
“He'll definitely have a career. Right now, though, I just can't see him helping the first team in the next 12 to 18 months."