Matt Derbyshire put the Millers in front on 52 minutes and Lee Frecklington doubled their advantage six minutes later.
Oliver Norwood pulled a goal back for Reading with three minutes left to play to ensure a nervous finish to the game.
But Rotherham held on for a 2-1 victory which means the gap between themselves and the relegation places is now four points with just a single game left to play.
Millwall have been a Championship club since winning the League One play-offs in 2010 while Wigan return to the third tier for the first time since 2003 having been relegated from the Premier League in 2012-13, the same season they won the FA Cup for the first time.
Wigan chairman David Sharpe told the club’s website: “It’s a sad day for everyone associated with Wigan Athletic but we will bounce back, I want that to be the main message to our fans tonight.