Sheehan was taking charge of the Welsh side following Michael Duff's dismissal earlier in the week.
And they got off to a winning start thanks to goals from Charlie Patino and ex-Rotherham United player Jerry Yates, after Daniel Ayala was sent off after just 17 minutes.
Sam Nombe had pulled the Millers level on the stroke of half-time.
Sheehan said: "I am so proud of the players, staff and the whole football club. The support I've had from everybody has made that possible.
"We have stood up to a physical team. I think if we had been more clinical it could have been easier.
"They score from a long throw. They're a big physical team and we had to football our way out of it.
"We got the win. It has been a very difficult week and an emotional week. The overall feeling is pride.
Denne historien er fra December 10, 2023-utgaven av The Football League Paper.
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Denne historien er fra December 10, 2023-utgaven av The Football League Paper.
Start din 7-dagers gratis prøveperiode på Magzter GOLD for å få tilgang til tusenvis av utvalgte premiumhistorier og 9000+ magasiner og aviser.
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SCHUEY TIPPED FOR PILGRIMS RETURN
STEVEN Schumacher is the odds-on favourite to take over at Plymouth Argyle following the departure of Wayne Rooney.
MAT'S SUPER SADDLERS GO MARCHING ON
DELIGHTED Walsall boss Mat Sadler praised his troops for an 'incredible victory' after the runaway leaders came from behind to stun Notts County.
CAM'S GOAL LEAVES MIKE FEELING BLUE
CARLISLE manager Mike Williamson said he could understand the frustration of the traveling fans after his side were booed off following a narrow defeat to Tranmere at Prenton Park.
MOORE WANTS SOME MORE
DARREN Moore hopes the win at promotion rivals Doncaster Rovers will prove to be a turning point for his Port Vale side.
SHRIMPS BID TO STIR THINGS UP
DEREK Adams wants his Morecambe side to build on a 'really big result' against Tranmere on New Year's Day when they visit Newport this afternoon.
'Don't blame this all on Freddie'
PAUL Heckingbottom leaped to the defence of Freddie Woodman after the Preston goalkeeper's mistake so nearly resulted in defeat against Oxford.
FORSON DOUBLE STUNS SKY BLUES
NORWICH head coach Johannes Hoff Thorup told goal hero Amankwah Forson to enjoy the moment after the substitute scored twice in injury-time to earn his side a scarcely believable win over Coventry City.
MCNALLY FIRES IN AS ROBINS FLY HIGH
LIAM Manning predicted a quiet transfer window in terms of signings after seeing his improving Bristol City side move up to eighth in the table - just three points off the playoff zone.
Danny downcast at wasteful Owls
FRUSTRATED Sheffield Wednesday boss Danny Rohl admitted he was \"more disappointed than happy\" after watching his side waste a succession of first-half chances before scraping a draw against Millwall.
ALLEN NO ORDINARY JOE, SAYS WILLIAMS
SWANSEA boss Luke Williams paid tribute to supersub Joe Allen after his injury-time goal claimed a point against West Bromwich Albion.
