Full-time score from Turf Moor
In a dramatic finale Henderson went agonisingly close to securing what would have been a sensational Millwall win, but saw his 95th-minute strike crash against the underside of the crossbar and down on the goalline before the ball was cleared.
That 'goal' would have left Kenny Jackett's charges trailing 3-1, but instead, they dug deep and clawed themselves level deep into injury-time with sub Henderson's close range finish.
The Clarets had two strong penalty appeals turned down and then a third goal ruled out by a very late offside flag on Martin Paterson after referee Craig Pawson had initially appeared to award Junior Stanislaus' strike.
Liam Trotter (3mins) had handed The Lions a dream start only for goals from Ben Mee (19mins) and Charlie Austin (43mins) to put Burnley ahead.
Darius Henderson stepped off the bench and slammed home an injury-time equaliser as Millwall stopped the rot of three straight defeats with a fine point in an incident-packed and at times controversial game at Burnley.
Burnley 11,192 (away 247)Att:
C. Pawson Ref:
Trotter (3mins), Henderson 90+2mins) Scorers:
Trotter (37mins), Dunne (58mins), Henry (71mins), Lowry (78mins) Bookings:
Forde, Dunne, Lowry, Abdou, Robinson (Smith, 46mins), Shittu, Malone (Batt, 66mins) Trotter, Keogh (Henderson, 75mins), Wood, Henry. Subs not used: Taylor, Mkandawire, Wright, Racon. Millwall:
Mee (19mins), Austin (43mins) Scorers:
Mee (56mins), Marney (70mins), Vokes (81mins) Bookings:* Late change replacing Shackell
: Grant, Trippier, Duff, Edgar*, McCann (Bartley, 70mins), Wallace, Marney, Paterson (Vokes, 75mins), Stanislas, Austin, Mee. Subs not used: Jensen, Mills, Stewart, Stock.