Boss Steve Evans is looking to build on previous cup success with former side Crawley and ensure the Millers have a good run in this seasons competition.
He's vowed to take the Saturdays game seriously and field a strong side as the visitors make the journey North to the New York Stadium.
Evans told BBC Radio Sheffield: "We were severely tested against Plymouth last Saturday and that's what made the win all the sweeter.
"The last two years this competition has been magical for me because I've reached the fifth round both times. I'm told it's about 10 or 11 years since this club had a good run in this cup so we're due one.
"Stevenage play with some real quality and flair in the final third. I think they could be in the Championship next season."
Having completed the signing of winger Jamie Devitt on loan this afternoon, Evans will include the Hull player in his matchday squad.
There is likely to be the odd change from last weeks side with Daniel Nardiello struggling with a groin strain, but Josh Morris and Lee Frecklington have both been granted permission to play by their parent clubs.
Lionel Aiinsworth and Dale Tonge are two long term absentees after both picking up injuries last weekend whilst David Noble is still missing with an ankle problem.
Stevenage manager Gary Smith spoke to BBC Three Counties Radio about the trip: "We had a great run last year. A lot of the players remember that and the excitement of the games against Tottenham.
"These early rounds are very tough. The draw's not been especially kind to us but what we've got to look forward to is a good playing surface.
"I know what Steve Evans teams are about. They're big strong and extremely competitive."
Smith is without Greg Tansey who is suspended and will probably make changes to the team that lost heavily at home to Swindon last week.