Rotherham have sent Sheffield Wednesday, Wolves, Southampton, Leeds and now Leicester crashing out of cup competitions this season.
Rotherham boss Mark Robins said: "We played exceptionally well. It was a good performance and back to what we are capable of doing.
"I would just like to see them have that confidence in league games. We got a goal just before half-time and it was a great time to get a goal and we came out in the second half and started where we had left off.
"We thoroughly deserved the win thanks to another really good team performance."