Gary Bowyer was disappointed as Rovers threw away a two-goal lead in a dramatic match at the Den.
Shane Duffy put Rovers in front with his first goal for the club in the first half, then after Andy Wilkinson was sent off for the hosts, Rudy Gestede doubled the visitor's advantage.
However Millwall didn't give up and late goals from Lee Martin and Shaun Williams saw the Lions claim a share of the spoils.
"I'm disappointed," said Bowyer. "We got ourselves into a good position at 2-0 up but we weren't able to see the game out.
"Against ten men we didn't work them hard enough when we had the ball, it kept coming back, that was the disappointing thing.
"It was only when it goes to 2-2 did we start to play again. We were doing what we should have done when it was 2-0 or 2-1.
"We created two great chances to win it and should have done better with them."
The Rovers boss was disappointed with the two goals conceded, insistant that the players should have done better for both of them.
"We should have closed both goals down better," added Bowyer. "We should have defended both of them. We've just told them that in the dressing room.
"We should have taken responsibility, everyone should be going to close them down."
Rovers are back in action on Saturday when they take on Brighton at the Amex Stadium. Tickets are currently on open sale Prices are £30 for Adults, £22 for Over 65s, £15 for Under 18s and £8 for Under 10s. Call the ticket office on 0871 222 1444 for further information.