Filekovic, 31, joined the Reds on 23rd September, the same day as the arrivals of Stoke pair Ryan Shotton and Carl Dickinson and has today left without making a single appearance.
Mark Robins told the official site:
"Suad came in at a difficult time when we had a lot of injuries. Those problems have eased now and we would like to thank him for his efforts during his time at the Club".
Meanwhile, Rotherham striker Adam Le Fondre has played down talks of a move to Barnsley when available.
Le Fondre was signed for the Millers by Reds boss Mark Robins but he has told www.skysports.com:
"I'm settled at Rotherham at the moment and all I am concentrating on is getting my head down and scoring goals, so a January move is definitely not in my mind," he told skysports.com.
"The transition from Rochdale to Rotherham has gone pretty well, which surprised me a little because I thought it might take me a while to find my feet.
"But it is going well and I'm scoring goals so I can't really complain about anything. I think that the goals have helped win the fans over as well, so it all looks good at the moment."