Their finest season of which was the 2002/03 campaign. The Millers were in the running for a play-off place, however a final minute blip in form led them to finish 15th in the league, their lowest position all season. The following season, the Millers sold danger man Alan Lee to Cardiff City, and struggled without the Irish international's goals, finishing a disappointing 17th. However, the Millers once again surprised all critics by drawing 1-1 with Arsenal in the League Cup. A disastrous 2004-05 season, finally saw Rotherham relegated from the Championship. Ronnie Moore resigned during the relegation campaign, which saw Rotherham rooted to the foot of the division virtually all season long.
The final match of the 2005-06 season, home to MK Dons, was a winner-take-all relegation showdown. A scoreless draw, combined with a Hartlepool United draw with Port Vale, kept Rotherham up and consigned both MK Dons and Hartlepool to the drop. However, Rotherham were to start the following season with a penalty of minus 10 points as a result of their recent financial troubles.