Manager Paul Warne admitted his side received a “reality check” after their worst opening-day defeat since 2002.
The Millers were put to the sword as Brentford ran riot to leave Warne’s men smarting from a 5-1 drubbing at Griffin Park.
Slovakian stopper Marek Rodak was beaten twice by Neal Maupay, with Sergi Canos, Ollie Watkins and Lewis MacLeod also getting on the scoresheet in a one-sided affair in West London.
Will Vaulks grabbed a mere consolation at the death for the deflated visitors.
And Warne said: “It is a reality check and we could have had a nicer first game if I’m honest.
“Since the end of last season the lads have had a bit of a honeymoon period where everything feels good.
“It’s probably made it all a bit more real for us.
“I think it was a rude awakening for us, especially me. I’m the one who picked the team, it’s not the lads’ fault the way I asked them to play.
“I just think we came up against an amazing Brentford side and I don’t think we’ll be the only team well beaten here this season.
“At this level you have to take your chances when you can, we didn’t have loads but when we did we didn’t take them.”
The Millers faced a mountain to climb after going behind just four minutes in when Maupay was on hand to tap in after Rodak denied MacLeod.
Romaine Sawyers almost made it two when his thunderbolt strike rattled against the bar.
The Millers hard chances with David Bentley forced into a superb save to keep out Joe Newell's venomous volley.
But on the stroke of half time a Bees' corner fell perfectly for Canos who made no mistake from close range.
And three minutes after the break the Millers conceded their third with Watkins cutting in from the left and firing in off the underside of the bar.
Maupay doubled his tally on the hour with another poacher's finish after Rodak failed to direct his save away from danger.]
Right at the death MacLeod put the final nail in the coffin before Vaulks pulled one back in stoppage time.
Millers: Rodak, Vyner, Ajayi, Wood, Mattock, Taylor, Vaulks, Palmer, Newell (Williams, 71), Ball (Vassell, 57), Smith (Wiles, 67). Unused subs: Price, Raggett, Robertson, Jones.
Brentford: Bentley, Dalsgaard, Konsa, Mepham, Barbet, MacLeod, McEachran, Canos (Benrahma, 68), Sawyers, Watkins (Mokotjo, 80), Maupay (Judge, 68). Unused subs: Daniels, Jeanvier, Yennaris, Clarke.
Referee: Oliver Langford
Attendance: 10,297 (941 away)