Rotherham improved and Ryan Taylor and Nick Fenton went close with headers.
The Shots pushed on and Anthony Straker saw two shots go wide but after a sloppy Aaron Brown backpass, Le Fondre nipped in to fire in the crucial goal.
The return leg is at Sheffield's Don Valley Stadium on Wednesday, while Dagenham & Redbridge and Morecambe contest the second semi-final on Sunday.
Aldershot, who finished sixth in League Two, one place and one point behind their opponents, began brightly and Marlon Jackson was just inches away from sliding in the opener after a sweeping move.
But the cause of the hosts received an early blow when their injured keeper Jamie Young was carried off to be replaced by Mikhael Jaimes-Ruiz.
Can Rotherham reach Wembley after their last-gasp winner? The Venezuelan keeper was soon in the thick of the action as he had to be alert to pick up a soft back-header from defender Andy Sandell as Le Fondre threatened to hook the ball into the net.
The game slowly livened up and Millers defender Nicky Law saw a shot well saved, while Straker charged through for the Shots before shooting just wide.
The visitors' defence, with the best record over the campaign for the four play-off clubs, were coping well, but just before the interval Dean Morgan wasted two glorious chances for Aldershot.
The 27-year-old top-scorer was denied smartly by the legs of Warrington when clean through and then with the last kick of the half Morgan was prevented by the sliding challenge of Gavin Gunning.
Rotherham would have gained a lot of confidence with a comfortable showing for most of the opening 45 minutes and they looked sharp after the break with Fenton almost nodding in Law's corner.
The visitors continued to drive forward and Taylor came agonisingly close to his first goal in over a year but had to watch his header drift wide of the upright.
Straker looked the most likely to break the deadlock for Aldershot and soon after firing wide, he had another chance on the edge of the box, but could only blast over the bar.
Aldershot will be kicking themselves having had the game's best opportunities and they were made to pay with just two minutes left on the clock.
Defender Brown passed the ball back to his keeper, only for Le Fondre to pounce and poke home his 29th goal of season.
Rotherham United boss Ronnie Moore told BBC Radio Sheffield:
"No one is getting over excited over anything, there's still an awful lot of work to be done.
"But if we defend like the way we did today then we'll win the game. I thought defensively we were outstanding.
"As a back four, as a unit they were fantastic."
Live text and stats
Saturday, 15 May 2010
Home Team Score Away Team Time Aldershot 0-1 Rotherham FT (HT 0-0) Le Fondre 88 Aldershot 41 Young (Jaimez-Ruiz 23) 02 Herd 03 Straker 05 Brown 06 Charles yellow card 11 Halls 10 M Morgan 15 Donnelly yellow card 26 Jackson (Spencer 78) 27 D Morgan 28 Sandell Substitutes 33 Jaimez-Ruiz, 18 Winfield, 07 Soares, 19 Harding, 14 Hylton, 17 Hudson, 20 Spencer Rotherham 01 Warrington 05 Sharps 06 Fenton 14 Lynch 19 Gunning 25 Mills 04 Harrison 10 Law 15 Ellison 20 Taylor 39 Le Fondre Substitutes 30 Annerson, 03 Green, 16 Warne, 23 Walker, 21 Marshall, 22 Broughton, 27 Bell-Baggie Ref: D'UrsoAtt: 5,470 ALDERSHOT ROTHERHAM Possession Aldershot 54% Rotherham 46% Attempts on target Aldershot 3 Rotherham 3 Attempts off target Aldershot 8 Rotherham 3 Corners Aldershot 3 Rotherham 3 Fouls Aldershot 13 Rotherham 12 Final Result Full Time 90:00+3:21 The referee blows for the end of the match. 90:00+1:29 Anthony Straker challenges Nicky Law unfairly and gives away a free kick. Pablo Mills takes the direct free kick. 90:00+1:20 The ball is swung over by Ben Herd, Nick Fenton manages to make a clearance. 89:20 Andy Sandell concedes a free kick for a foul on Adam Le Fondre. Andy Warrington takes the direct free kick. 87:36 GOAL - Adam Le Fondre:Aldershot 0 - 1 Rotherham Adam Le Fondre finds the back of the net with a goal from inside the box to the bottom right corner of the goal. Aldershot 0-1 Rotherham. 86:08 Dean Morgan concedes a free kick for a foul on Nicky Law. The ball is crossed by Kevin Ellison, Danny Harrison has an effort at goal from just outside the box which goes wide of the right-hand post. 85:07 Unfair challenge on Andy Sandell by Mark Lynch results in a free kick. Direct free kick taken by Damian Spencer. 81:40 Effort on goal by Anthony Straker from just inside the penalty area goes harmlessly over the target. 79:27 Effort from outside the penalty box by John Halls goes wide left of the goal. 78:01 Kevin Ellison challenges Scott Donnelly unfairly and gives away a free kick. Anthony Charles takes the free kick. 77:12 Substitution Damian Spencer joins the action as a substitute, replacing Marlon Jackson. 75:56 John Halls has a shot on goal from outside the box which misses left. 73:59 Adam Le Fondre gives away a free kick for an unfair challenge on Anthony Charles. Free kick taken by John Halls. Correction - 73:23 Anthony Straker has shot on goal from just outside the area which goes wide of the right-hand upright. 73:23 Anthony Straker produces a left-footed shot from just outside the box that misses to the right of the target. 72:26 Free kick awarded for a foul by Ryan Taylor on Anthony Charles. Direct free kick taken by Aaron Brown. 70:10 The referee blows for offside against Ryan Taylor. Aaron Brown takes the free kick. 68:54 Pablo Mills concedes a free kick for a foul on John Halls. Mikhael Jaimez-Ruiz takes the direct free kick. 67:50 Corner taken by Nicky Law from the left by-line. 66:56 Marvin Morgan challenges Gavin Gunning unfairly and gives away a free kick. Nick Fenton restarts play with the free kick. 63:02 Anthony Straker has an effort at goal from deep inside the area missing to the left of the target. 62:24 John Halls fouled by Kevin Ellison, the ref awards a free kick. Free kick taken by Mikhael Jaimez-Ruiz. 60:09 Nicky Law crosses the ball from the free kick right-footed from left channel, clearance by Anthony Charles. 60:09 Booking Anthony Charles shown a yellow card. 60:01 Foul by Anthony Charles on Adam Le Fondre, free kick awarded. 59:24 Close range headed effort by Ryan Taylor misses to the right of the target. 56:47 Effort on goal by Dean Morgan from just inside the area clears the bar. Correction - 56:00 Adam Le Fondre is ruled offside. Ben Herd restarts play with the free kick. 56:00 Adam Le Fondre is ruled offside. Mikhael Jaimez-Ruiz restarts play with the free kick. 54:45 Andy Sandell challenges Adam Le Fondre unfairly and gives away a free kick. Direct free kick taken by Pablo Mills. 51:48 Adam Le Fondre is caught offside. Free kick taken by Mikhael Jaimez-Ruiz. 51:06 Anthony Charles takes a weak shot and missed to the left of the goal. 50:46 Kevin Ellison gives away a free kick for an unfair challenge on Ben Herd. Scott Donnelly takes the direct free kick. 48:09 Kevin Ellison fouled by Marvin Morgan, the ref awards a free kick. Andy Warrington takes the direct free kick. 46:34 Outswinging corner taken by Nicky Law from the left by-line, Nick Fenton takes a shot. Clearance by Anthony Charles. 45:01 The game restarts for the second half. Half Time 45:00+3:21 The half-time whistle blows. 45:00+2:45 Inswinging corner taken by Scott Donnelly. 45:00+2:25 Marvin Morgan has a drilled shot. Blocked by Gavin Gunning. 45:00+0:11 Foul by Danny Harrison on Dean Morgan, free kick awarded. Direct free kick taken by Aaron Brown. 44:37 Foul by Marvin Morgan on Ian Sharps, free kick awarded. Direct free kick taken by Ian Sharps. 42:33 Shot by John Halls. Andy Warrington makes a comfortable save. 42:03 Nicky Law takes a shot. Save made by Mikhael Jaimez-Ruiz. 40:28 Nicky Law fouled by Dean Morgan, the ref awards a free kick. Kevin Ellison crosses the ball in from the free kick, clearance by Nick Fenton. 38:53 Effort from deep inside the area by Anthony Straker misses to the left of the goal. Correction - 36:29 Dean Morgan is flagged offside by the assistant referee. Ian Sharps takes the free kick. 36:29 The referee blows for offside against Dean Morgan. Andy Warrington takes the indirect free kick. 34:15 Ryan Taylor gives away a free kick for an unfair challenge on Aaron Brown. Mikhael Jaimez-Ruiz restarts play with the free kick. 32:56 Scott Donnelly decides to take the corner short. 31:08 The referee blows for offside. Mikhael Jaimez-Ruiz restarts play with the free kick. 30:10 Unfair challenge on Danny Harrison by Dean Morgan results in a free kick. Direct free kick taken by Andy Warrington. 25:42 The assistant referee flags for offside against Anthony Straker. Free kick taken by Andy Warrington. 22:47 Substitution Mikhael Jaimez-Ruiz comes on in place of Jamie Young. 19:53 Unfair challenge on Dean Morgan by Ian Sharps results in a free kick. Scott Donnelly takes the direct free kick. 19:09 Free kick awarded for an unfair challenge on Mark Lynch by Anthony Straker. Andy Warrington takes the free kick. Correction - 16:28 Corner from the right by-line taken by Kevin Ellison, fantastic save by Jamie Young. 16:28 Corner taken by Kevin Ellison from the right by-line, save made by Jamie Young. 15:06 Unfair challenge on Adam Le Fondre by Anthony Charles results in a free kick. Direct effort from the free kick comes in from Nicky Law. 10:53 Dean Morgan takes a shot. Save by Andy Warrington. 7:58 The assistant referee signals for offside against Marvin Morgan. Andy Warrington takes the free kick. 7:34 Foul by Nicky Law on Andy Sandell, free kick awarded. Jamie Young takes the free kick. 5:10 Pablo Mills challenges Aaron Brown unfairly and gives away a free kick. Direct free kick taken by Jamie Young. 4:34 Booking Scott Donnelly receives a yellow card. 4:09 Scott Donnelly concedes a free kick for a foul on Pablo Mills. Direct free kick taken by Mark Lynch. Correction - 3:39 The assistant referee flags for offside against Kevin Ellison. Jamie Young takes the indirect free kick. 3:39 The referee blows for offside against Kevin Ellison. Jamie Young takes the indirect free kick. Correction - 0:41 Scott Donnelly takes a inswinging corner to the near post. 0:41 Inswinging corner taken right-footed by Scott Donnelly from the left by-line to the near post, Nick Fenton manages to make a clearance. 0:00 The referee gets the game started. Live text and data provided by The Press Association.