Bradford travel to the New Den tonight with the formidable task of overturning a 3-1 deficit.
The Lions put in a superb performance on Sunday as goals from Lee Gregory, Sean Morison and Joe Martin put the South Londoners in complete control of the tie.
Things looked as if they would turn out very differently when Tony McMahon slotted home an early penalty to give Bradford the lead but Phil Parkinson's side are going to need something special tonight if they are to have any chance of booking a trip to Wembley.
Form
Millwall ended the season as one of League One's in form sides having recorded victories in their final four league games.
Neil Harris' side looked like a team full of confidence as they extended their run to five wins in five last weekend and will be looking to continue their momentum tonight.
The Lions are also in sublime goal scoring form having netted 11 times in their last four games.
It must be said that before last weekend's disappointing result Bradford would have also considered themselves in form as well.
The Bantams won seven of their final nine league games, which included a 1-0 victory over Millwall at Valley Parade in March.
In truth much of the stats do not look good for Parkinson's men.
Millwall have not conceded more than one goal in their last eight league games at home, whilst Bradford have not scored in their past four visits to The Den.
What the manager's have had to say
Unsurprisingly the two managers where in differing moods as they took part in their midweek press conferences in preparation for tonight's game.
Harris expressed his delight at last week's result, telling the club's official website, “We were delighted with the result on Sunday, with the quality of our finishing and with huge aspects of the first half. The second half was a real dogged Millwall display and I was proud of my players for it, however, we didn't use the ball very well.”
The former striker also issued a rallying cry for the fans to create a special atmosphere at the Den.
He said, “Some of the best games I played in for Millwall were the home Play-Off legs. They are games which stick in my mind because they were special nights and I want my players to experience and enjoy an atmosphere like that.
“If the place is rocking and the players embrace that, then we have an opportunity to create a really special atmosphere.
“A full house at The Den, when the stadium is rocking, is a very difficult place for an opposing team to play, no matter how much they try to. From a Millwall player's perspective it is a fantastic feeling.”
Parkinson on the other hand refused to concede that the tie was over and told reporters that his side's underdog status could give them a subtle advantage.. He also said that his player's should take influence from a number of great comebacks that the Bantams have managed to pull off over the years.
The former Charlton boss told reporters, “Millwall will be looking to use the home crowd to their advantage but we have to try and turn that against them.
“We need to create a nervousness on the pitch and in the ground. The way we do that is by the manner of our performance.
“There is no pressure on us – everyone has written us off already.
“Everyone is talking about Millwall and their players and how they have a great chance to get to Wembley.
“If you look in recent years though, the club were two goals down in 1996 (in the Play-Off semi-finals first leg) under Chris Kamara and they turned that around at Blackpool away in the second leg.
“Three years ago, we were 3-2 down and went to Burton and played at our very best to turn that one around.
“Last year, of course, we were two goals down and won 4-2 at Chelsea (in the F.A Cup), so history tells us that this club has spirit, determination and a never-say-die attitude.
“We have to look back at Friday night and know that we have done everything we can to try and make sure it is us and not Millwall going there.”
Team news
The Lions are sweating on the fitness of top goalscorer Lee Gregory after the striker was forced off at Valley Parade through injury.
Harris will definitely be without the suspended Mahlon Romeo and the injured Shaun Cummings
As for the visitors, Parkinson is hoping that both Reece Burke and forward Billy Clarke will return from injury in time to play.
However the Bantam's top scorer James Hanson will not feature due to a calf injury.
