Leeds meanwhile top the Championship after an impressive run of five consecutive wins, with four of those coming in the league, and are yet to lose this season under new boss Thomas Christiansen.
Lions struggling to get wins on the board
Neil Harris' side are yet to get going this season, seeing just one win in seven games since promotion.
A real problem for Millwall has been turning their three draws into wins, with their 2-2 draw at QPR in midweek a prime example of their inability to emerge victorious in tight matches.
The Lions should have closed the game out after going 2-0 up and although going down to 10 men didn't help matters, Middlesbrough survived for an hour at Villa Park with a man less than their opponent so holding the lead was plausible for Harris' men.
Most of Millwall's goals so far this season have come from midfield with Jed Wallace and George Saville, who both joined from Wolves in the summer, the only players to have scored more than one league goal.
Captain Steve Morison is yet to score this season and faces his former club on Saturday, with Harris saying that "has played really well this season and the goals will come."
Leeds flourishing under new management
Leeds fans were not best pleased to see previous manager Garry Monk leave for newly relegated Middlesbrough before the start of the season, but have largely forgotten about him now that Christiansen is in town.
The Dane has set the Whites on course for a promotion charge after seasons of missing out on a return to the top-flight, and their midweek win over Birmingham City has stretched their winning run to five across all competitions.
They are the only Championship side not to have been beaten this season, have scored the most goals and conceded the least as they sit pretty at the top of the table with Christiansen describing the atmosphere within the squad as "perfect".
New signing Pierre-Michel Lasogga netted a brace on his debut against Burton Albion last weekend and grabbed an assist in midweek as he bids to be the man to replace Chris Wood.
Central-midfielder Kalvin Phillips is the club's top-scorer in the league with three goals while Samuel Sáiz, Kemar Roofe and Stuart Dallas are all on two goals with Lasogga.
Millwall are without Lee Gregory for three games after the appeal regarding his red card against QPR was rejected, but otherwise Harris has a fully fit squad to choose from on Saturday.
Liam Cooper is set to be available for selection for Leeds after Christiansen told BBC Radio Leeds in midweek that "he will be ok for the weekend", while fellow defender Matthew Pennington is an injury doubt and could potentially be left out of the squad.
Millwall (4-4-2): Archer; Meredith, Hutchinson, Webster, McLaughlin; Ferguson, Saville, Williams, Wallace; Morison, Onyedinma.
Leeds United (4-2-3-1): Wiedwald; Ayling, Jansson, Cooper, Anita; Phillips, O'Kane; Alioski, Sáiz, Roofe; Lasogga.