Wilder's side are looking to bounce back from defeat against Bradford, as the Millers look for three points in a must win game to narrow the gap in the play-off race.
Speaking to BBC Radio Oxford, Wilder said: "We've got another tough game against Rotherham. They had a disappointing result in the week and will be looking to narrow the gap.
"We are not underestimating the teams below us, there are a lot of good teams down there. We want to keep winning and keep doing well.
"Yet again we have to make sure and replicate what we have shown in recent weeks. Two defeats in 15 games is consistent. We've been first class and we need to go again. And out target is to increase the lead we have on the teams below us. Rotherham will have their own target of closing the gap.
"It's a tough match and will be one of our hardest games of the season."