Over 18,200 - City's biggest home crowd of the season - saw a single strike from Millers attacker Haris Vuckic after twenty minutes hand all three points to the visitors.
Without the injured James Hanson, the Bantams struggled to make any inroads against Rotherham in the second period as the South Yorkshire side eased over the finishing line.
City's narrow loss to Steve Evans' Millers means the Bantams' last twelve league games have seen Parkinson's men collect one win, six draws and five losses.
The game also saw the Bantams go in behind at half time at home for the seventh time in their last eight matches.
Parkinson acknowledges that his side certainly isn't in ideal form at present but he knows only hard work and commitment will get City back winning again.
The City chief said: "We've had plenty of good times at the club in the last eighteen months or so. We've all enjoyed those times but now we're having a bit of a difficult time.
"We have to pull together and come through it the other side though.
"As a group of staff and players, we will be sticking together, and I know the fans will do the same and will be right behind us come Sunday (vs Swindon Town).
"We have to make sure we roll our sleeves up, put in a really committed display, and play with that little bit more quality and calmness on the ball."
Parkinson continued: "I felt first half we started well and I was really pleased, but then we've conceded a goal which was an excellent finish.
"We seemed to feel sorry for ourselves for a period after that, but we came through that and I felt towards the end of the half we did well again.
"Second half, however, we were poor. You have to give Rotherham credit, they made it difficult for us. They certainly boxed (Kyel) Reidy's side off with a full back in front of a full back on their right hand side.
"We had some key players out today (Thursday) so we always knew it was going to be a tough ask against a good side like Rotherham but, despite all that, I still felt we could have done better.
"Some of our decision-making when we had the ball was uncharacteristically poor. I don't think it was a lack of effort, I really don't, we just didn't play with that calmness on the ball.
"On the whole, we have shown good calmness and made the right decisions on the ball over the last eighteen months or so but in the second half we have lost our way a bit.
"We looked like a side at half time who have gone in behind one too many times. Couple that with playing against a very good side, it was always going to be difficult for us today."
With City's goalscorer at Peterborough United last weekend, Andy Gray, joining Hanson on the sidelines, Parkinson chose to give seventeen-year-old striker Oliver McBurnie his first ever senior start for the club.
McBurnie lasted 73 minutes before being replaced by Alan Connell.
Parkinson added: "I thought he did really well in the first half.
"Given his age, it was a big call to put him in but he is a good player and he has great technical ability. He's also brave and he can finish when given the chance.
"Hanse (James Hanson) has been injured for a week or so now and Andy Gray came in last week (vs Peterborough) and did well but unfortunately picked up a dead leg which hasn't really improved.
"We had some experienced target men out for today so we put in Ollie. It was a big call but I thought he worked hard.
"For a seventeen-year-old to play the full ninety minutes in a senior game like this though would have put him at risk of injury. He did have a whack from the first half anyway, so we decided to take him off in the second half.
"We have to protect our younger players - that is the most important thing. Physically, today's game was a massive ask for him but he acquitted himself well."
Along McBurnie, Irish defender Carl McHugh was brought into the side to replace the suspended Rory McArdle for his first league appearance of the campaign.
Parkinson added: "He's won his headers, he was strong and committed, and he has deserved his chance.
"He has worked so hard and waited patiently for his opportunity. He has had a bit of a funny season so far. He has been away on internationals a couple of times and he's also had a few niggling injuries.
"But today, when he's been given his chance, I felt he was excellent."
To see Phil Parkinson's full post-match interview on Bantams Player please click HERE.