Millwall boss Kenny Jackett bemoaned his team's lack of sharpness in the box after the Lions were held to a goalless draw by Blackburn Rovers in south London.
The teams must meet again at Ewood Park on Wednesday to decide who makes it through to meet Wigan at Wembley in the last four of the FA Cup.
Both sides hit the woodwork but Jackett was left frustrated, saying: "Goalscoring has been a problem for us in 2013.
"The win was there for us. It is frustrating. In 2012, it wasn't a problem for us. But I think today showed that when we do get on top of sides, we need to score and we didn't.
"There was no lack of passion from the players but we didn't finish. It's something that we need to improve."