The Millers ended his short tenure at Millmoor after the 2-1 defeat to Yeovil, the Yorkshire side's 17th game without a win under Harford.
And although Harford was aware his job was on the line, he thought he would be given more time to turn things around - just 24 hours before being axed he had vowed not to walk out on the club.
He told the Sheffield Star: "It was my first managerial post and it was a job that I really cherished. I so much wanted to get it right. It was hurting to lose so often and it was becoming more painful after every defeat.
"People asked if I was considering my position but I said I would not resign, I'm not a quitter. But managers are judged on results and if you're not getting them and you're getting beaten every week, then the manager gets the sack.
"I was devastated and it was a painful moment, but I respect what the board have done and I would not say that they should have given me more time."