She told E! news she did "what we have to start doing, unfortunately, at the expense of our creative dreams".
She said: "I walked away from a play I wanted to do because I was offered less than half of what the other man was offered and it was just the two of us."
Miller did not name the production. She was speaking after Jennifer Lawrence wrote an essay on sexism in Hollywood.
Lawrence wrote of her anger at finding out she was paid less than her male co-stars after emails from Sony Pictures were leaked last year.
One published email revealed that Lawrence and Amy Adams were paid much less than their American Hustle co-stars.
In the article on Lena Dunham's site Lenny, Lawrence said she "didn't get mad at Sony", adding: "I got mad at myself. I failed as a negotiator because I gave up early.
"I would be lying if I didn't say there was an element of wanting to be liked that influenced my decision to close the deal without a real fight. I didn't want to seem 'difficult' or 'spoiled'."
Miller was speaking during a joint interview with actor Bradley Cooper, with whom she is appearing in the forthcoming film Burnt. Cooper also co-starred with Lawrence in American Hustle.
Cooper told E! he he had not read the essay but said: "One thing I could say is that's interesting because if you think that you only deserve a certain amount and that's not correct, it's about changing that mindset and sticking up for yourself the way that Sienna did."
Lawrence's article has drawn support from many of her Hollywood friends.
Jessica Chastain, Elizabeth Banks and Emma Watson were among those to tweet their support.
Watson said: "O Jennifer Lawrence I love you so". Banks declared: "I love Jennifer Lawrence", while Chastain exclaimed: "Yessssssss! Get it girl."
Last week, Meryl Streep - one of Hollywood's most successful actors - spoke out about sexism in the film industry, saying that even she receives less pay than male co-stars.
And at a global symposium on gender in the media, Oscar-winning actress Geena Davis called for more women on screen and more challenging female roles in TV and film.
"We are unwittingly training generation after generation to see men and women as unequal," said Davis.
Sienna Miller has said she turned down a play because she was offered less than half the pay of her male co-star.