The Millers failed to capitalise on their early dominance and Alex Pritchard hit a stunning 25-yard free-kick to put Swindon in front.
Pritchard clipped in a low ball for Nicky Ajose to slot in the third after 65 minutes and in added time sub Dany N'Guessan broke into the box and slid home the fourth.
Evans said: "For 25 minutes we were outstanding we caused havoc. For 25 minutes we battered the door and created chance after chance.
"Then they got a goal from a free-kick which gave them a big boost. It was the second goal which had a big deflection that killed us.
"The final scoreline was a bit harsh and we didn't see it coming but we have to take it on the chin. We then lacked a bit of character and bit of desire so no excuses.
"It's a poor performance but we will put it right. We will be back on the training ground. I believe in the players and I believe in the dressing room ."
- Sports & Recreation
- Alex Pritchard
- Lee Frecklington
- Massimo Luongo