Chris Kiwomya insists he is not under pressure despite seeing his Notts County side slip to a fourth league defeat of the season.
Kieran Agard netted the only goal of the game to move Rotheram into the play-off positions and heap more misery on struggling County.
County have picked up just one point all season and are only kept off the bottom of the league table because of Coventry's 10-point deduction.
Kiwomya said: "I don't feel the pressure. I've been in professional football since I was 16 so I know what we need to do.
"The pressure this season is not to get us promotion so we can go on a two or three-game run and move up to mid-table, which is where our first aim is to be.
"We'll get back in on Monday, work really hard and hopefully we'll get a performance on Tuesday against Burton.
"The fans wanted to see performance after midweek and we didn't give them one."
Midfielder David Bell had County's best chance of the match early on when he stung the palms of Scott Shearer, but that was as good as it got for the hosts.
Ben Pringle fired narrowly over the bar after 26 minutes before the Millers took a deserved lead when Michael O'Connor's free-kick fell kindly to the feet of Agard and he lashed home.
Agard should have doubled his tally soon after when the County defence left him unmarked in the area, but his header dropped into the hands of keeper Bartosz Bialkowski.