Sean Raggett's first-half goal condemned Millwall to defeat at Rotherham United in the Sky Bet Championship at the AESSEAL New York Stadium on Sunday afternoon.
In a game where The Lions had chances to turn possession into goals, the defender's header was enough to settle the tie.
Neil Harris made four changes to his starting XI from Wednesday night's 2-1 defeat at Sheffield Wednesday as Conor McLaughlin, Shaun Williams - captaining the side - Tom Elliott and Murray Wallace (for his first League start) came in for Mahlon Romeo, George Saville - suffering from concussion - Steve Morison and Shaun Hutchinson.
Tom Bradshaw, meanwhile, took his place on the bench after completing a club record deal on Thursday.
The opening five minutes saw Millwall dominate the ball without any end product, but the first chance of the game went the way of The Millers as Ryan Manning fired wide on eight minutes.
A quiet period followed but in the 20th minute, Rotherham took the lead. Sloppy defending allowed Will Vaulks to cross with Raggett rising highest to nod The Millers in front.
It was nearly two moments later, but Ryan Williams fizzed a shot over the crossbar. Crosses into the box were proving a problem for Millwall and on 27 minutes a ball in from Manning went unopposed, however, a Rotherham leg could not turn the ball home at the back post.
A deep cross on the half-hour mark saw Michael Smith out-jump Jake Cooper, but the attacker's header went wide. Ten minutes from the break The Lions had their first attempt on goal but Jed Wallace sent a shot wide on the half-volley following Elliott's knockdown.
Millwall found themselves in a good position on 40 minutes as Lee Gregory was chopped down on the edge of the box, but Jed Wallace's free-kick bounced into the arms of Millers goalkeeper Marek Rodak.
Three minutes from half-time Semi Ajayi hit the side-netting as Rotherham looked to double their lead, whilst Manning forced Jordan Archer to claim the ball low down with an effort from just outside the penalty area.
The Lions started the second-half brighter and nearly fashioned a chance in the 48th minute, but Aiden O'Brien's attempts to get a shot on goal were thwarted by the Rotherham defence.
Elliott's pressuring on Rodak then forced the stopper to pass the ball straight to Jed Wallace, but after the winger twisted and turned his effort was blocked - Williams then curled a free-kick just wide of the post.
Millwall's number seven was again at the forefront of an attack on 55 minutes, but his cross was headed behind - from that corner-kick Cooper powered a header towards goal but Rodak saved well.
On the hour-mark it could - and perhas should - have been two, but following a neat one-two between Smith and Kyle Vassell, Archer stood tall to save the former's effort.
Millwall had Rotherham pinned in their own half but were unable to work Rodak - Elliott's header over from James Meredith's cross on 64 minutes the closest they would come.
Bradshaw stepped off the bench to make his debut a minute later, but it was Elliott who would have the next chance, turning well from Jed Wallace's pass, but Rodak saved.
The Millwall chances continued with a Rotherham defender heading a Williams corner over his own crossbar, with new signing Bradshaw proving a nuisance for the home defence.
The Lions had Rotherham pinned back in their own half for large periods of the second-half but were unable to make the dominance pay - Jed Wallace shooting wide from distance six minutes from time the best effort.
The Lions were to have one more chance, but Murray Wallace's header was saved by Rodak.
Rotherham United: Rodak, Vyner, Mattock, Vaulks, Ajayi, Wood, Manning, Vassell (Newell 87'), R. Williams, Smith (Proctor 76'), Raggett. Subs not used: Bilboe, Palmer, Ball, Taylor, Robertson.
Scorer: Raggett 20'
Millwall: Archer, McLaughlin, Meredith, Cooper, S. Williams, J. Wallace, Gregory (Bradshaw 65'), Tunnicliffe (Morison 79'), Elliott, O'Brien (Skalak 65'), M. Wallace. Subs not used: Amos, Ferguson, Romeo, Webster.
Booking: J. Wallace, McLaughlin
Referee: Geoff Eltringham
Attendance: 8,197 (694)