Sheffield United boss Micky Adams was frustrated after denied his first win at the club by a late Kevin Lisbie equaliser.
United looked on course for their first victory of 2011 courtesy of Daniel Bogdanovic's 77th minute spot-kick.
However, the experienced Lisbie proved he is always a threat to the end as he scored in the dying embers of the game to foil Adams.
"I thought we were unlucky because I thought we did enough to win the game," said Adams.
"I'm disappointed obviously to only get a point because I thought we'd seen the game out, but we didn't quite pull it off," he added.
"We're not showing the desire in both boxes - either attacking or defending - and if you haven't got that then you've got a problem."
But despite the late leveller for the Lions the Blades boss was able to pick out his defence for praise.
"I thought we defended well as a unit," he said.
"I was pleased with the back four, (Neill) Collins and (Shane) Lowry were outstanding, really."
But Adams did question whether his side were of the required quality to operate at this level.
"There was nothing wrong with the spirit. Whether we were good enough is
another matter," he explained.
Millwall manager Kenny Jackett questioned the penalty decision which saw his side go behind, but the result was another indication of the progress being made by his players.
"It certainly shows how far we've come as a club when we're disappointed to come to Sheffield United and get a draw," he said.
"You should never be disappointed with a draw away from home. My first impression was that it looked a soft penalty, but I'll stand corrected if I think any different when I view the DVD."
Jackett admitted that referee Darren Deadman did have the agreement of his linesman over the spot-kick decision when Bogdanovic went down under a
flimsy challenge from Paul Robinson in the box.
Bogdanovic stepped up to calmly send goalkeeper David Forde the wrong way and Jackett added: "The one key decision was the penalty decision and the referee was backed up by his linesman.
"The goal came at a time when I thought we were making the running. As the game built up, we got on top. We finished very, very strongly, had a chance or two, and we could have won."
Lisbie earned his side a point with his late winner but the visitors were made to wait until the last minute of the game.
Blades keeper Steve Simonsen looked to have secured the points with a fine fingertip save from Lisbie.
But the home side failed to clear the resulting corner and former Charlton striker Lisbie was on hand to crash the equaliser home, much to the delight of Jackett.
The Lions boss said: "Kevin is a talented forward who takes up good positions in the box.
"He's had his injury problems, but he's a good addition for us."