The Lions can equal a club record at Barnsley this weekend by notching a sixth consecutive away League win.
Neil Harris' men are in red-hot form ahead of the visit to Oakwell on Saturday, having climbed to 10th position following the London derby win over Brentford.
"It's exciting times for the club," Harris told millwallfc.co.uk.
"It will be a great one heading up to Barnsley. We have five wins in a row on the road and the club record is six at any level - that's what we are chasing.
"We will head to Oakwell and try to win the game to keep this streak going."
Midfielder George Saville scored the winner against The Bees at the weekend, his ninth goal of the season, and the manager has highlighted the versatility of Millwall's attacking options.
"George's form has been outstanding," he added.
"He's scored nine goals but it's his combination with Shaun Williams that allows him to get forward and get into those attacking areas. Shaun sits and understands the game and gets into those crucial spaces. That enables George to get up the pitch and score goals.
"There were some outstanding displays all over against Brentford. We kept another clean sheet and we are now on 55 points, six points off the Play-Offs.
"I've told my players, let's dare to dream and go and enjoy it with nine games to go."