The name Blackburn Rovers will be in the draw for the FA Cup semi-finals after a hardworking match at the Den.
Rovers and Millwall will do it all again on Wednesday night at Ewood Park after a goalless draw in which both sets of defences were on top.
It was a feisty and bruising encounter, Scott Dann required stitches in a head injury whilst Adam Henley and Bradley Orr limped off with hamstring and rib injuries respectively.
Andy Keogh went the closest for the hosts in the first half, the striker seeing his header bounce off the foot of the post. Then Rob Hulse blazed over with the goal at his mercy.
At the other end Jordan Rhodes fired over when well placed before Josh King also struck the woodwork. The Norwegian international nodding Scott Dann's header against the top of the post.
Both sides worked tirelessly to earn themselves a midweek replay at Ewood.
Michael Appleton made three changes for the eagerly awaited cup-tie as Leon Best, Josh King and David Bentley all came into the starting eleven. For Best it was his first start since signing for the club back in the summer. For King it was his first outing since injuring a hamstring in the fourth round against Derby County.
The trio who missed out were all cup-tied as DJ Campbell, Cameron Stewart and David Jones were ineligible to play.
For Millwall, manager Kenny Jackett made six changes from the side that tasted defeat against Wolves last time out. The Lions boss looking for the desired response.
Rovers' best chance of the first half happened to be the first chance of the game. On two minutes a clever flick from David Bentley saw Jordan Rhodes race through but Millwall captain Danny Shittu got back with a vital touch just as the striker was set to pull the pin.
The atmosphere generated by both sets of fans was tremendous but alas the football out on the pitch didn't match.
And it was certainly a full-blooded encounter as Scott Dann could testify, the Rovers captain requiring treatment to an eye wound after being caught by an errant elbow from striker Rob Hulse that went unpunished.
As the first half wore on it was the home side who grew in confidence as they carved out the better openings. Jack Smith firing wide before Liam Trottered curled an effort beyond Jake Kean's far post.
Defender Mark Beavers was perhaps fortunate to escape a booking when he was turned by Leon Best on 25 minutes. It could have been argued that the Millwall man was the last line of defence as the Rovers striker looked to break through but referee Martin Atkinson only awarded a free-kick which Rovers failed to capitalise on.
Rovers were then hit by an injury blow as Adam Henley limped off with a suspected reoccurance of a hamstring injury, Bradley Orr, a ready-made replacement, was on in his place although his time out on the pitch would be cut short too.
The best chance of the half came on 40 minutes with the home side a whisker from taking the lead. Chris Taylor with a ball to the back post to where Andy Keogh climbed over Markus Olsson to head goalwards only to see the ball hit the foot of the post and roll across the box before being cleared.
The start of the second half saw Rovers spurn a great chance to grab the opening goal.
A 47th minute cross from Bentley was flicked on by Leon Best, the ball broke to Jordan Rhodes to the left of the six-yard box but leaning back he fired across goal and narrowly over.
In the build-up to that chance Bradley Orr was involved in a collision with a Millwall man which meant another substitution was required, Orr, who had been on for little over ten minutes, unable to continue with David Dunn making a welcome return to action. Jason Lowe moving to right back as cover.
Just before the hour mark the home side were a whisker away from taking the lead in unlikely circumstances. Millwall captain Danny Shittu unleashing a thunderous 45-yard effort that forced Jake Kean into a finger-tip save.
Two minutes later and strker Rob Hulse missed a huge chance to open the scoring. Chris Taylor sending a ball out to the right to where Andy Keogh centred for the striker but from six yards he blazed over.
The home side continued the threaten with crosses from the right causing consternation, Andy Keogh heading wide an Alan Dunne centre before Dany N'Guessan did likewise.
On 77 minutes it was Rovers who were then the width of a post away from taking the lead. As Morten Gamst Pedersen's corner kick was headed back across goal by Scott Dann it was met by Josh King but his header looped up and bounced off high off the post.
Danny Shittu let fly from distance once more to test Kean's agility but neither side's defences would be breached.
So the two sides must do it all again this Wednesday night at Ewood Park to see who goes into the last four of the competition.
MILLWALL: Forde, Dunne, Shittu (c), Trotter, Hulse, Lowry, Beevers, C. Taylor, Keogh, J. Smith, N'Guessan.
Subs not used: M. Taylor (GK), Marquis, Feeney, A. Smith, Abdou, Osborne, Saville.
Booked: Forde, Lowry, Keogh.
ROVERS: Kean, Henley (sub Orr 37 mins (sub Dunn 48 mins)), Dann (c), Hanley, Markus Olsson, Bentley, Lowe, Pedersen, King (sub Nuno Gomes 87 mins), Best, Rhodes.
Subs not used: Sandomierski (GK), Givet, Rekik, Goodwillie.
Booked: Olsson, Lowe, Best, Hanley.
Attendance: 14,885, 1744 Rovers fans.