Full-time from The Den
Gregory struck twice in the opening half - including a penalty - to put Neil Harris charges 2-0 ahead. Tom Ince reduced the arrears three minutes before the break and although Gregory restored Millwall's two-goal cushion on 50 minutes with his second spot-kick of the game, The Rams fought back. Two goals in the last 20 minutes courtesy of sub Chris Martin's 70th-minute penalty and Hendrick's 85th-minute cracker ensured that the points were shared.
For Millwall this was very much a case of two points dropped, and a win for Rotherham against Reading on Tuesday night will condemn The Lions to League One football.
However whatever the outcome of that game, Harris' Lions could hold their heads up after giving their absolute all against a Rams side pushing for a top six place.
For long spells of this season there has been little for Millwall fans to cheer about, but the appointment of Harris as interim manager in March has seen the purpose, passion and pride restored.
Derby were forced to re-shuffle their playing pack with a trio of changes. Darren Bent was ruled out due to illness so Conor Sammon, just back from a loan spell at Rotherham United, made his first start for The Rams since May 2014. Craig Forsyth and Simon Dawkins also returned in the team.
Roared on by the home fans, Millwall had the bit between their teeth and sent over a succession of teasing crosses that Derby did well to defend.
However the visitors were handed a lifeline three minutes before half-time when Sid Nelson gave away a cheap freekick 20 yards out with a tug of Conor Sammon's shirt. Up stepped Ince - of often Millwall's nemesis - to curl a shot beyond the reach of David Forde and into the bottom left corner.
The former AFC Halifax frontman, like strike partner O'Brien, worked himself into the ground and his hat-trick was a just reward for his effort.
The Rams had keeper Grant to thank for producing two stunning reflex saves, firstly to tip over O'Brien's 73rd-minute curler and then a header from Martyn Woolford just three minutes later as Millwall pushed forward again.
But it was Derby who grabbed a late point with the goal of the game - Ince teed up Hendrick and he in turn hit a net-busting volley from the edge of the area to level up at 3-3.
Millwall had a half-chance to nick all three points deep into injury-time when sub Ricardo Fuller, a 78th-minute replacement for hat-trick hero Gregory, used his power and strength to work a path towards goal, but a perfectly timed tackle from Keogh averted the danger as he prepared to shoot.
The Lions rightly left the field to a standing ovation and regardless of the final position in the League table on 2nd May, the 'P' factor - pride, passion and purpose - is back.
Scorer: Gregory (26mins, 36mins pen, 50mins pen)
Bookings: Hendrick (48mins), Russell (53mins)
Scorer: Ince (42mins), Martin (70mins), Hendrick (85mins)
Ref: D Coote