All you need to know about tonight's game
The two teams have already met this season back in September at The Den, when goals from David Mooney (39mins) and Adam Barrett (49mins) either side of half-time secured a 2-0 away win for Southend.
The Shrimpers also tasted victory on the two occasions that they have faced The Lions in previous FA Cup encounters, most recently a 4-1 success at Roots Hall in January 2014 when The Lions played over half the game with 10 men following Jermaine Easter's first-half dismissal.
Phil Brown's Southend go into action on the back of a five game unbeaten run, but have also not yet conceded a goal in this year's JPT competition having beaten Crawley (3-0) and Bristol Rovers (1-0) on their way to the Area Semis.
On the other hand The Lions have lost three out of their last four games, including successive defeats on the road at Fleetwood (2-1) and Burton (2-1).
Phil Brown: "There's some quality players that we are missing at the moment, but the ones who are playing, you have to take your hats off to them.
On loan stars George Saville and Shane Ferguson were both ineligible to play in the Wycombe match with their respective parent clubs of Wolves and Newcastle United not giving permission for them to feature.
Centre-half Mark Beevers, who also sat out the weekend game after serving a one-match ban for picking up five yellow cards this season, is able to return.
However winger Fred Onyedinma, who was forced off after appearing to get a knee in his back during the Wycombe match, is a doubt, whilst midfielder Jimmy Abdou got 60 minutes of match action under his belt with the U21s on Monday afternoon following a spell sidelined with a shoulder injury.
Tonight's game could come too soon for Noel Hunt, sidelined for three months with an ankle injury, but the striker hopes to return to action at Bradford on Saturday.
Michael Timlin is hoping to return to contention following a foot injury, but remains doubtful, as is fellow midfielder Gary Deegan (ankle).
Anthony Wordsworth (ankle), Myles Weston (Achilles), and Steve McLaughlin (ankle) are definitely out.
Striker Joe Pigott, on loan from Charlton Athletic, is top scorer this season with five goals and may get a chance instead of ex-Addick David Mooney, who has hit four goals.
Millwall's last victory at Roots Hall came on 3rd March 2009 courtesy of Gary Alexander's 39th-minute winner.
When we last met
Southend are 13/8 favourites to win the tie with the draw at 23/10 and Millwall 8/5. Lee Gregory, who scored four goals in The Lions' 5-3 JPT win at Plymouth Argyle in the previous round, is 11/2 to score first or last and 80/1 to bag a hat-trick.