Millwall are trailing at home to Barnet in the first round of the League Cup at the New Den.
The League Two side took a early lead as John Akinde converted a penalty in the 11th minute after he was fouled in the box by Byron Webster.
The Millwall midfielder almost atoned for his error shortly after, but his header from Shane Ferguson's free kick narrowly went over the bar.
Luke Gambin came close to doubling Barnet's lead midway through the opening period, but his crisp shot was kept out by a diving Jordan Archer.
Millwall pushed hard for an equaliser before the end of the half, but Lee Martin's low shot was the best chance they had.
