First-half goals from Ben Pringle and Lee Frecklington were enough to progress to the second round and ensure a first home win for the Millers over their South Yorkshire rivals since 1976.
That is an achievement that esteemed former bosses Ronnie Moore, Mark Robins and Ian Porterfield could not manage and Evans is revelling in such a thought.
"It was an epic cup tie on the pitch and the atmosphere off the pitch was fantastic," he said.
"I'm a proud man, it has been 37 years since Rotherham beat Sheffield Wednesday at home. We love to break records.
"There has been fantastic managers at this football club and for 37 years none of them have beaten Sheffield Wednesday at home. That makes me very proud."
Few would argue that the Millers were worthy winners at New York and Evans insists the winning margin could have been even wider.
"The first thing we need to recognise is that we have beaten a fantastic football club with a great history, tradition and good players.
"I said we would have to play exceptionally well to beat them and we did. If you review the 90 minutes 2-1 doesn't tell the true story."