The last match before the international break saw the Millers blow a 2-1 lead in injury time to lose 3-2.
Evans had now infamously run onto the pitch to celebrate Rotherham's second goal, a choice of actions which now causes much amusement among Wednesday fans.
Speaking at his press conference on Thursday, Evans told BBC Radio Sheffield that he felt the opponents were not good value for the victory.
He said: "It just happened to be a hard one to take cos it was Sheffield Wednesday, who deserved nothing."
Evans blamed individual errors and a lack of concentration for Rotherham's late collapse, adding that debutant goalkeeper Emiliano Martinez particularly did not deserve to be on the losing side against his old club.
He somewhat amusingly added that he wasn't angry, stating: "Someone stealing my biscuit makes me angry."
The Rotherham boss then revealed that after the game he had to undertake a five hour drive to Edinburgh for a coaching course, which gave him plenty of time to reflect.
He also added that he received plenty of ribbing from others on the course about his side's late defeat.
He is looking to turn the page to ensure they push on in their relegation battle, in matches against Birmingham City and Brighton over Easter, but fully aware two successive defeats could prove disastrous.