A phenomenal effort from Keith Hill's Reds meant the Barnsley boys returned home from the capital with a point and a fine clean sheet to boot.
Danny Drinkwater was handed his full début alongside his former Manchester United colleague Jacob Butterfield in the centre of the park. Davies missed out on a squad place, as McNulty stepped in at McEveley's expense. Youngster Cameron Park had to settle for a place on the bench.
Both sides were testing the water in the opening few minutes and the Reds managed the first attempt through Butterfield following some fine possession play. The midfielder receiving a square pass 25 yards out before firing a low shot wide on 12 minutes.
On 15 minutes Millwall squandered a glorious opportunity as Henderson placed a peach of a pass onto a platter for McQuoid who sliced wide of an open goal from four yards.
The Reds' game-plan was working a treat for the opening twenty minutes - keeping the ball well in midfield and increasing the frustration amongst the home fans.
There was a worrying moment for the Reds as Rob Edwards took a nasty blow to the head following a Henderson challenge. After several minutes of treatment, the captain needed some medical attention in the dressing room before returning to action.
Following a miss-kick by Edwards, Abdou went one-on-one with Steele on 39 minutes but fired straight at the Peterborough-born stopper.
The Reds' Manchester United loanee Drinkwater was looking more than comfortable in possession and was linking up well with both Butterfield and Perkins.
Three minutes into the second period and Forde smothered a Perkins effort after Butterfield's long-range drive deflected into his path. It was a confident start from the Reds and Done's tricky run into the area allowed the winger to cross but Forde again claimed well in a crowded area.
Again Done drove into the area on before a deflection allowed Drinkwater to crack one at goal but it took a wicked deflection off Robinson on its way out for a corner.
At the other end and Henry sliced over when a tremendous space appeared in his path, the midfielder stroking a sweet effort just over with the outside of his right boot.
Butterfield was bossing the action for Barnsley, perplexing the Millwall men with some wonderful trickery and neat passing - the Reds were knocking for an opener as the match approached the hour mark.
Gray was leading the line well for the Tykes, standing strong and drawing free-kicks with some splendid hold-up play.
There was a right old scramble in the area on 66 minutes as the ball pinged around inside the six-yard box, Steele managing to deny Henderson before a goal-kick was awarded. Somehow the ball stayed out of the Barnsley goal.
On 73 minutes Perkins managed to get in the way of a McQuoid effort before two changes were made for the Reds. O'Brien and Haynes were introduced for Butterfield and Perkins, respectively.
A free-kick from Bouazza sailed inches wide of the post, it was a cross-come-shot that Robinson almost helped in at the far stick - it only needed the faintest of touches. A minute later and Marquis' deflected 20-yarder floated just wide as Millwall turned up the heat.
Jay McEveley was introduced for Danny Drinkwater who had put in a tremendous shift on his début.
The Referee did ever so well to spot yet another tug by Henderson and booked the former Sheffield united forward for another foul, this time on Foster.
A quick free-kick from Hassell eventually released O'Brien, the midfielder sent a terrific effort just wide with the right foot from the left-hand edge of the area. Haynes' application since his introduction was magnificent, his electric pace allowing him to intercept a Forde pass down the left - the striker's cross was well dealt with by Forde, though, who redeemed himself.
A further three minutes of frustration was to be endured by Millwall, as the Reds' hurried and hounded the opposition into mistakes throughout the afternoon.
The endeavour and team work was there to see, and the 303 travelling Reds hardcore showed their appreciation throughout the 90 and fully enjoyed clapping their team after the final whistle.
Millwall: Forde, Dunne, Stewart, Mkandawire, Robinson, Ward, Henry (Marquis 61), Abdou, Henderson, McQuoid, Bouazza.
Subs: Mildenhall, Craig, Smith, O'Brien.
Reds: Steele, Hassell, Edwards, Foster, Done, Perkins (Haynes 74), Wiseman, McNulty, Butterfield (O'Brien 74), Drinkwater (McEveley 81), Gray.
Subs: Preece, Park.
Referee: D. Coote
Assistant Referees: M. Bounassisi and C. Powell
Fourth Official: D. Margetts
Attendance: 10,033 (302 away)