Assistant manager John Doolan and first-team coach Andy Holden have also left the club.
Rotherham have set an unwanted club record after losing all seven away league games this season.
In other news Borussia Monchengladbach look likely to be reported to UEFA after their supporters set of a series of spectacular flares early in the second half.
Lee Wallace, who skippered the Comedy Club in the 3-2 Cup Final defeat, probably watched the match on BT Sports.
Meanwhile Andy Lynch’s autobiography Hoops, Stars and Stripes with Paul Dykes is published today.
You can still take advantage of the great launch offer – buy Andy’s book and you will get a signed copy by the former Celtic captain AND you will also get a signed copy of Quality Street Gang for FREE.
So both signed books for just £14.99 plus p&p exclusively from www.cqnbookstore.com