The Millers were drawn to face Premier League side Southampton in the FA Cup third round in January 2002. The Saints were 15th in the top flight, while Rotherham were 18th in the First Division.
This did not put off Ronnie Moore's side, though. They performed brilliantly in what proved to be one of the club's best ever days in the FA Cup. Richie Barker gave the home side the lead via a diving header before the break. John Mullin doubled their lead with an effort from the edge of the area.
The visitors got a goal back with 20 minutes to go as Marian Pahars converted his penalty. Matt Le Tissier and Kevin Davies were subbed on by Gordon Strachan to try to level the game. Ronnie Moore said post-match that the "last 20 minutes lasted a lifetime", but the Millers held out for a famous victory. In the fourth round, Rotherham were knocked out of the cup by fellow First Division side Crewe Alexandra. Dean Ashton scored a brace as Crewe beat Moore's side 4-2 at Milmoor.