Blues had led 1-0 at half time through a Julian Gray goal and really should have gone in at the break at least 2 or 3 goals to the good. "We should have been two, three or four goals up but we missed our chances and they showed us what can happen if you don't take them. "It's never easy to come to the Den and win a football match but we are in the hat for the next round and we are delighted."
In the second half the Championship side fought back and took the game into extra-time and ultimately a penalty shoot-out which Blues won 4-3.
"Credit to Millwall, they made a proper cup tie out of it, but for an hour I thought we were very comfortable," the Blues boss said after the game.