First-half strikes from Omar Daley and Alex Rhodes gave City the early initiative, but the visitors fought back and threatened to snatch a draw in a dramatic finale.
The Millers' attacking line-up was almost rewarded after just ten minutes when striker Chris O'Grady found space on the edge of the City, but his low drive rebounded back off the inside of a post and the danger was cleared.
The Bantams took full advantage of the let-off when Daley fired them ahead in thrilling fashion just six minutes later.
The Jamaican pounced on an under-hit pass before racing into the box and driving home an unstoppable right-foot shot from 16 yards.
Before Rotherham could compose themselves, they were stunned by a second strike within a minute.
Again they were caught out pushing forward and, when Lee Bullock picked out winger Joe Colbeck with a perfect pass, he ignored the offside claims to fire in a low cross from the right which Rhodes diverted past the stranded keeper from the edge of the six-yard box.
The Millers fought back bravely and midfielder Mark Hudson was cursing his luck soon after when the dangerous O'Grady set him up in front of goal only for his shot to hit woodwork again and bounce kindly into keeper Scott Loach's hands.
Just before the half hour, the Millers grabbed a lifeline when Ian Ross picked out Ryan Taylor with a superb pass and he controlled the ball expertly before guiding it beyond Loach from close range.
But City were always threatening on the counter-attack and the Millers were punished again two minutes before the break when Daley chased down a through ball.
After holding off his marker, he laid the ball back for the supporting Colbeck, who whipped over another teasing cross which was headed home by the hard-working Bullock.
The second half failed to match the excitement of the first, but as the game wore on City, who had lost their last two home games late on, began to get nervous.
With nine minutes to go, striker Peter Thorne wasted a great chance to settle it when he failed to control a cross at the far post and his miss looked like being costly when O'Grady bagged a second for the visitors six minutes from time.
The impressive striker kept his cool to cut inside the City box and drill a low shot past Loach.
Thorne then missed a sitter in front of the Rotherham goal after more good work by Colbeck, but City hung on to secure back-to-back wins.