Manager John Sheridan felt his side played their best football since his return to the club in the opening 75 minutes of the game yesterday but was angry with the way Latics finished the game.
Connor Ripley was the hero, saving two penalties in the dying embers of the game but Sheridan was left frustrated with how his side allowed Millwall the opportunity to win the game.He said: "I actually thought we played really well, best we've played I think. Then you're thinking that we are lucky to come away with a point because of the two penalties but I don't look at that.
"I've just told the players that I was angry with the last 15 minutes and how we went about the game. I just think we allowed them to get back into the game.
"For the other 75 minutes I thought we were excellent. We played a side who were really in form and unbeaten and I thought we were the better team.
"The players did everything that I wanted from them and we played some good stuff on a tricky pitch. I wouldn't say we created chances but I always felt we were a threat going forward.
"I'm chuffed with the way we played in the first 75 minutes but the players have probably just seen a different side to me just then because I'm angry with how we allowed them to get penalties.
"That was through players switching off and not doing the basics. We gave the ball away cheaply, didn't pass the ball at the right time and players made the wrong runs.
"It enabled them to get momentum in the final 15 minutes and they are a big, awkward team who put balls in the box.
"They are hard to play against, they don't play that much football but they have players who know their jobs and they put us under pressure."
Sheridan continued: "Connor is obviously the hero for making two penalty saves but it shouldn't have even got to that.
"We should have seen the game out miles better and it's about players seeing pictures on the pitch and having a bit of game know-how.
"Unfortunately we didn't have that and that's probably what's been with them throughout the season because we end up losing the game, but I won't let it go.
"I'm here to fight and keep them on their toes because a couple of them switch off. I'm talking about the final 15 minutes but I want to talk about how well we played for the 75 minutes.
"I don't want to take that away from the players as I thought they were excellent against an in-form team and we did really well."
Watch the full interview on Latics PlayerHD.