Jack Lester appeared to have a shot blocked by the arm of Millers skipper Ian Sharps as the Spireites pushed for a winning goal late on.
"I thought we had a definite penalty at the end," said Wright. "I would like to see it again but my first thought was the lad blocked it on the line with his arm in the air.
"It was a typical derby game and I thought overall it was a fair result. Rotherham are a good side and they put us under a bit of pressure at times but for the last 20 minutes I thought Jordan Bowery started to get the better of them in the air and physically.
"We are disappointed (with Rotherham's goal). We thought Sam (Hird) got a bit too tight to Odejayi, who is a strong and powerful lad, and once he got into his stride I don't think anyone was going to get at him and he finished it well. But Sam knows he got too tight and I'm sure it won't happen again."
Jordan Bowery gave Chesterfield an early lead but Rotherham hit back and deservedly drew level in the 51st minute through Kayode Odejayi.