Wednesday came within three minutes of posting their first win of the season on a dramatic afternoon at Hillsborough.
Leading 2-1, the Owls conceded a penalty which was converted by Andy Keogh to give the Lions a share of the spoils.
Earlier, Millwall took the lead through an early Kamil Zayatte own goal but were pegged back by quickfire strikes from Reda Johnson and Jeremy Helan.
And just as it seemed that was enough to settle the game, Keogh struck from the spot at the last.
The visitors arrived in S6 with their fair share of problems. Not only were they propping up the Championship table, Millwall were also out to avert a club record of seven consecutive league games without a goal.
And two minutes in, Millwall - starting the game in Wednesday’s away kit from last season due to a mix-up at the Lions’ end - almost did exactly that.
Lee Martin advanced to the by-line and drilled low into the mix to find Richard Chaplow, whose firm shot was parried to safety by Chris Kirkland.
But inside a minute, the Lions did take the lead. Martin again sent over an inviting feed from the same area and the ball was inadvertently diverted into his own net by the unfortunate Zayatte.
In an action-packed opening, though, the Owls hit back and were level on seven minutes.
Lewis Buxton looped a free kick to the back post that former Wednesday keeper Stephen Bywater spilled and Johnson was on hand to nod home when the Lions failed to clear the danger.
The Owls continued to press and on the 20-minute mark seized the advantage.
Industrious work from Atdhe Nuhiu saw the big man find Helan 20 yards out and the Frenchman drilled home an unstoppable drive past Bywater into the bottom corner.
MIchail Antonio then went close after bursting past Danny Shittu but smashed his shot over the bar before Chaplow tried his luck from distance only for Kirkland to safely watch the ball wide.
Things could have taken a turn for the worse for Millwall five minutes before the break when Nuhiu was unlucky with a glancing header that hit the foot of the post and Bywater did well to divert Johnson’s rebound.
Millwall emerged for the second half in their regular orange away strip and showed more impetus, asking more of the questions in the early throes.
But trailing, the capital club were also vulnerable at the back and the Owls fired a warning shot on the hour when Johnson fired home from 15 yards only for the strike to be disallowed for an earlier foul on Bywater.
Wednesday were then denied a penalty claim after Bywater tangled with Antonio and at the other end, Keogh headed wide after the forward found space in the box.
But with the clock counting down, controversy came at the last when Helan was adjudged to have fouled Chaplow in the box and Keogh did the honours from 12 yards.
Owls: Kirkland, Buxton (Semedo 46), Gardner, Zayatte, R Johnson, Palmer, Prutton, Coke (Lavery 90) Helan, Antonio, Nuhui (Maguire 67)
Millwall: Bywater, Dunne, Lowry (Robinson 46), Derry (N’Guessan 70), Shittu, Beevers, Chaplow, Bailey, McDonald, Keogh, Martin (Feeney 56)