Jackett walked out on Rotherham just 39 days after he replaced Alan Stubbs.
The Walsall midfielder is out of contract in the summer.
Rotherham are looking for a replacement for Lee Frecklington.
Warne has already shipped out Emmanuel Onariase and skipper Lee Frecklington in the first fortnight of the transfer window
A midfielder and two loans are Warne’s priorities this month
The striker arrived on an 18-month deal from Bury
The former Millers midfielder has died aged just 50.
The Millers skipper is wanted by League Two clubs
The goalkeeper joined Northampton on a long-term deal on Monday
The Ipswich striker is heading to Oakwell on deal that will last until 2021