The result leaves Wolves 14th in the table and goalless at home since beating Bristol City 2-1 on 8 March.
Rotherham United manager Neil Warnock:
“It will take a while to realise what an achievement that is.
“The players have been fantastic and the chairman has been unbelievable and it’s wonderful for me to give them something to smile about because they have worked ever so hard to get Rotherham in the Championship.
“I am speaking to the chairman in the next couple of weeks. I said once we’re safe we’ll have a chat, I will be in the Championship next year, I am speaking to him so we will just have to see how it develops.
“It’s great to come here and get it put to bed. If you’d have told me that at the start I’d have snapped your hands off. Now I want to finish as high as I can.”
Wolves manager Kenny Jackett:
“Ultimately there is some frustration because we have drawn four games on the trot at home 0-0 and it is not a record we want. It’s better than losing games.
“Today we played some good football, particularly through James Henry, who was our best player and had lots of freedom.
“We had clear-cut chances but ultimately you need to put those chances away and today we didn’t.
“We have to keep looking to find the right mix and the winning equation, which is what we are looking for.”