Tonda Eckert made five changes to the team that won a pointvaway at Birmingham City on Monday.
Léo Scienza came back into the starting lineup which also saw Elias Jelert, Cameron Bragg, Kuryu Matsuki, and Cameron Archer selected.
An easily forgettable first half which saw very few clear cut chances from either side made for painful viewing. At half-time the home fans let the team and the manager know that they were unhappy and as the teams left the field the boos were audible.
Thierno Ballo almost put the visitors ahead after 78 minutes and were it not for a spectacular point blank save, Millwall could have been heading back up to London with all three points.
Deep in added time Southampton created two chances to pinch the game themselves. First, Finn Azaz poked an effort goalwards from close range which was blocked.
Then, on the stroke of full-time, Taylor Harwood-Bellis headed wide from a Ryan Manning corner when it looked to everyone in the stadium that he would score.
Full Time: Southampton 0-0 Millwall
Goalkeeper and Defenders
Gavin Bazunu (GK) - 7/10 - Made a great save from point blank range midway through the second half and fielded a couple of tame efforts from range in the first.
Nathan Wood (RCB) - 6/10 - Started on the right of the back three and looked like a fish out of water there. Moved to the left side after half-time and improved, marginally.
Taylor Harwood-Bellis (CB) - 6/10 - Played in the centre of the back three which prevented him playing the ball forward effectively. Played a very good through ball to Adam Armstrong that almost led to a late goal for Finn Azaz.
Jack Stephens (LCB) - 6/10 - Unclear what his role was today. Dragged out of defence at times which left space in behind. Made plenty of interceptions and clearances. Had a good game statistically but not positionally or technically.
Midfielders
Elias Jelert (RWB) - 6/10 - Deserved his starting place but spent the first half playing too close to his own goal and occupying the same spaces as Nathan Wood. Not as effective as Tom Fellows in the wing-back role. Should probably be in the team as an orthodox right-back.
Ryan Manning (LWB) - 6/10 - Unable to get forward effectively due do the lack of urgency in Saints build up play. Dead ball delivery was good but he seemed to be more concerned with trying to get cheap free-kicks and fouling his opposite number.
Flynn Downes (CM) - 6/10 - Put in a decent shift but struggled to get on the ball enough to have an impact going forward. Only had 38 touches in the entire match.
Cameron Bragg (CM) - 8/10 - Southampton's best player today in a poor match. His movement into space was excellent and the quality of his passing was of a high standard. Always demanding the ball, Bragg had 80 touches in midfield. He deserved to be on the winning side today and may play a more important role as the season progresses.
Forwards
Léo Scienza (AML) - 5/10 - Completely off colour today and withdrawn at half-time.
Kuryu Matsuki (AMR) - 6/10 - Looked out of his depth at times and struggled to stay on his feet under pressure. An energetic performance that lacked quality. He will probably improve with more game time.
Cameron Archer (CF) - 6/10 - Decent movement in the first half but hardly saw the ball all game. Did his best to get on the end of aimless high balls out of defence but that is not his strength at all.
Substitutes:
Tom Fellows - 8/10 - Livelier than in recent games and got in behind the defence often. His end product did not match the quality of his build up play.
Finn Azaz - 5/10 - Made very little impact and missed a good opportunity to win the match in added time when his shot from close range was blocked.
Adam Armstrong - 6/10 - Looked dangerous but had too few touches to make any of them count. Should have started the match. Created a good chance for Finn Azaz in added time.
Jay Robinson - 6.5/10 - Showed some ambition going forward. An improvement on Kuryu Matsuki but not by much.
Caspar Jander - N/A