Boss Berg disappointed with wasteful Rovers.
After last weekend's impressive 4-1 win over Peterborough United, Rovers were brought back down to earth by a lively Millwall side who deserved their 2-0 win.
Speaking to Radio Rovers after the game, boss Henning Berg felt that the visitors' clinical finishing was the difference between the two sides at Ewood Park.
"We played against a team who is on a good run in the league and it showed" said Berg.
"We had quite a lot of the ball but we were not as good as we can be. Our final pass, our final cross didn't give us those big chances, and when we got chances we were not able to finish them off.
"We got into good positions but our decision making was lacking. The second half was better in terms of play but we weren't able to get that quality in the last third to give us goals. That is something that we'll have to improve.
"It was a tight game and I think the biggest difference was that they had that cutting edge up front with their two fantastic strikes.
"They were a difficult team to play against, they were well organised, they have done well in being unbeaten for 11 games, that tells you that they are high in confidence and they play well together.
"But we were at home, we had the ball the most, we had the most chances, the most efforts on goal but when they got their opportunities they were quite dangerous."
"We lacked that little bit of magic today, we had a few shots that we blocked, we'll have to work on the finishing, to make sure that when we get into those good positions we score the goals. We did that against Peterborough and we would like to do that much more often.
"It is no consolation that their goals were from great strikes, we still lost the game."
Rovers are back in action this Wednesday night when Bolton Wanderers are the visitors to Ewood Park, kick-off 7.45pm.
Tickets are on open sale for the match priced in all areas at £15 for Adults and £5 concessions. Book online today at www.onerovers.co.uk and collect your tickets from the Blackburn End collection point on the day of the game.