Michael Flynn's penalty was saved with the last kick of the game as City suffered more home agony against Rotherham.
The Bantams skipper had just put one away to give his side a flicker of a chance.
And when his volley was handled by Jon Harley, Flynn had the opportunity to rescue the most dramatic of points.
But his spot-kick was tame and Conrad Logan saved comfortably to inflict City's fifth league home defeat.
Luke O'Brien saved City's bacon inside the first 70 seconds as he blocked Danny Harrison's header on the line.
Then Brett Williams flashed a header wide from Dale Tonge's cross after a flowing Rotherham move.
Gareth Evans' return to Valley Parade lasted only 12 minutes as he was forced to limp off following a hefty challenge by Flynn.
It was City's turn to curse a goalline clearance seven minutes later. Steve Williams almost crowned his first league outing of the season with a goal but his header was denied by Danny Schofield.
But Rotherham struck from their next attack after O'Brien handled a cross by Brett Williams, Lewis Grabban sending Jon McLaughlin the wrong way from the penalty spot.
City responded very well and a good spell of pressure produced an equaliser on 35 minutes. Jack Compton breezed past Tonge and his pinpoint cross was buried by Chris Mitchell.
Tonge was then booked at the other end for a dive, trying to win a penalty. It actually looked a better shout than the one referee Mark Heywood had given.
But Rotherham were back in front soon after the break. Schofield found Alex Revell in the box and his 15-yard shot took a slight deflection and went in off the far post.
McLaughlin saved well from Marcus Marshall but the Rotherham sub soon made it 3-1. The keeper parried Schofield's cross-shot but Marshall was following up at the far post to force it past Luke Oliver's lunge.
City had it all to do now and Phil Parkinson threw on all three subs with 20 minutes left - and a few boos accompanied his decision to take off Compton, who was voted man of the match by the sponsors.
The game exploded back into life in the three minutes of added time.
Flynn cut the deficit to 3-2 after Jason Taylor handled, only to fluff the chance to level right at the end.
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