Rangers won a trophy in the last two seasons but missed the chance to keep the run going last weekend as they were defeated by Celtic in the Scottish League Cup final.
With Celtic runaway favourites for the Scottish Premiership, the Scottish Cup remains the most realistic avenue for Rangers to still get hold of silverware this season.
Miller feels that Rangers should have wanted the Scottish League Cup more because it was the chance for a trophy.
The ex-Rangers star thinks that the Ibrox faithful will be deeply disappointed if the team do not win a trophy this season and thus the Scottish Cup has become of paramount importance to the Gers.
Speaking to Sky Sports News post the Scottish League Cup final, Miller said: “Cup finals are super important to both teams, it’s a chance to win a trophy.
“I just had the feeling that maybe Rangers wanted it a little bit more for that exact reason.
“The fact that now they are going into the last third of the season, I don’t think Rangers fans are going to accept not winning trophies anymore as each season passes.
“So this Scottish Cup becomes so important that Rangers firstly get to the final and then when they get there, they get back to retaining the trophy and lifting it at the start of June.”
Rangers take on Championship side Raith Rovers in the quarter-finals of the Scottish Cup while they will need Celtic to slip up majorly to win the league.