All the drama of the League Cup caught on cameraThe best of the match action is shown here in our special photo gallery.
A super save from Millwall goalkeeper Tom King denied Conor Hubble as the competition became sudden death, leaving youngster Kyron Farrell to calmly keep his nerve and fire home the decisive spot-kick to send Millwall through 6-5 on penalties.
Both teams had chances to win the game in normal - and then extra - time, but it came down to the drama of penalty kicks. Colchester won the toss and took their kicks first, but on each occasion The Lions responded with Jamie Philpot, Magaye Gueye, Keaton Wood, Josh Siafa and Jack Powell all on target.
Jack Powell had fired The Lions into a 14th-minute lead with a sublime free-kick, only for the U's to level on the half-hour mark with a long range shot from Tom Lapslie.
It proved to be a nail-biting finale at The Den on Monday night, but Neil Harris' young Lions, inspired by the slightly older head of Danny Shittu, held their nerve and booked a place in the next round of the U21s League Cup with a thrilling 6-5 penalty shoot-out win against Colchester United.