Rovers led until the 93rd minute at the New York Stadium courtesy of John Marquis’ first half strike.
But Rotherham scored twice in injury time to turn the tables, the second of which came from the penalty spot in the 13th added minute.
Ferguson says Rovers must look ahead to the final 11 games with confidence due to the positives of their performance.
“When you put that much into a game and lose with the last kick, it’s my job now to pick them up very quickly,” he told The Star.
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“I didn’t say anything to them when we went back in because there’s nothing I can really say then.
“But I spoke to them on the bus.
“We’ve got to make sure it doesn’t affect us moving forward. That is key.
“I don’t think anyone could ask any more from my players.
“Unfortunately, mistakes do cost you can a mistake by my centre half has led to them winning a penalty.”
On his debrief, Ferguson would not reveal the exact details but said he had no problems with the manner of Rovers’ performance.
“What I said will remain private but it won’t be having a go at my players,” he said.
“They gave everything and if they do that it’s always my job to protect them and that’s what I’ll do.
“I think they gave everything. They didn’t leave anything out on the pitch.
“Neither team did, it was a proper derby as you’d expect.
“It was heated, there was lots of tackles.
“It wasn’t one for the purist really in terms of getting the ball down and playing.
“At times we should have done it better because when we did it we caused them problems. When we got our first clean pass off it gave us composure.”
Rovers are awaiting the prognosis of injuries suffered by Tom Anderson and Alfie Beestin, who were both stretchered off on Saturday with head and ankle problems respectively.