Millwall have now kept a clean sheet in three of their past four games at The Den.
Neither side could find a winner as Millwall and Rotherham United shared the points at The Den in the Championship.
The Lions nearly opened the scoring in the third minute as Ben Marshall, who was making his first start after returning from injury, saw his curling effort from 20 yards out clip the top of the crossbar.
Midway through the second half Rotherham's Michael Smith saw a shot cleared off the goal-line by Marshall following a scramble in the Millwall penalty area.
Marshall nearly scored a winner in injury time, heading Jay Wallace's cross narrowly wide with Millers goalkeeper Marek Rodak rooted to the spot.
Millwall had lost their previous four Championship matches against Rotherham, but started the brighter as Jake Cooper came close after 20 minutes heading Shaun Williams' cross narrowly over the crossbar.
Mahlon Romeo also headed over for the Lions from a Ben Thompson delivery, while Rotherham struggled to create early chances with Clark Robertson's header, which was straight at goalkeeper Jordan Archer from Joe Mattock's corner, their only effort on target in the opening period.
The hosts finished the first-half strongly with Marshall heading wide from a Williams corner and Romeo seeing a 30-yard volley easily gathered by Millers goalkeeper Rodak.
Rotherham have picked up just four points from their last 45 available on the road in the league, but came close 10 minutes after the restart as forward Michael Smith found himself through on goal only for his volley to be parried away by Jordan Archer.
Millwall nearly won the game at the death as Wallace squared the ball to Lee Gregory , but the striker could not convert under pressure in the Millers' box.
The result meant Millwall dropped to 20th, five points above the relegation zone, while Rotherham stayed 21st, just a point above the bottom three.
Millwall boss Neil Harris was unhappy with Richard Wood's challenge on Jordan Archer and was adamant he should have been sent off:
"From what I saw it's a horrendous challenge. The lad jumps over Shaun Williams, two-footed, to challenge Jordan Archer. Whether the ball is loose or not is irrelevant. It's a nasty challenge.
"The referee's seen the challenge but thinks the ball was there. If he's seen the challenge, gives a card for the challenge, it has to be a red one.
"In the second half we were poor, we weren't brave enough with the ball. I thought we could have controlled possession a little bit better than we did, we never really got sustained pressure on their goal, and that's the disappointment for me.
"I'd rather look at the positives, it's 11 points from six games, rather than look at the performance in the second half and the chance we missed at the end."
Rotherham manager Paul Warne:
"I'll be honest a draw's probably a fair result for both teams. The first half was poor, devoid of any clear-cut chances. The second half was a lot better.
"The players on the pitch give everything they have. On clear-cut chances, we might have edged it, but unfortunately, we didn't take them.
"But to come here, against the in-form side in the Championship, it's never an easy place to come and Millwall's home record is similar to ours, so to come away with a point, I'm pretty pleased.
"In fairness to the fans who kindly come to support us every away game, they'll probably go naked in the streets if we actually do get an away win, and nobody wants to see that, especially in this weather!"
