Kevin Nugent has stated his side have "got to learn" from their mistakes in Monday night's 3-1 Professional Development League defeat to Hull City.
Sean O'Brien gave The Lions the lead from the penalty spot in Yorkshire, but two second-half penalties in quick succession, along with a red card for Arthur Penney, put The Tigers in front. The home side then added a third late on.
"It was a tough game against a strong Hull side in really good surroundings of York's stadium," Nugent told millwallfc.co.uk.
"We were really solid in the first-half and went on to take the lead with a penalty. Junior was really good in the overall game and also won the spot-kick which Sean converted.
"In the second-half, they came at us a bit but we created a few chances and could've made it 2-0, but they gathered a bit of momentum and the game changed. I thought we were a bit unlucky with the penalty that we conceded, and equally the red which Arthur received - I think Joe [Wright] would've been behind him to save it, but he wasn't to know that.
"Two minutes later, we give away an absolutely ridiculous penalty which there was no need to do whatsoever - the lads have got to learn there. The game is then gone and we're chasing it, then there is no challenge made in the box for the final goal.
"The lads have got to learn that if you concede the first goal and go down to 10 men, make sure you stay solid and stay in the game - the second one killed it off."