Rob Hulse missed an open goal in the second half as both sides failed to find a decisive goal taking the fiercely contested FA Cup quarter-final into a replay at Ewood Park
The Lions had the better of the first half and came close to taking a lead through Andy Keogh's header in the first half which came off the post.
The visitors were much improved in the second half and had an early chance which Jordan Rhodes fired over. Rob Hulse wasted the best chance of the match, scuffing his close range shot over the bar with the goal gaping, before Joshua King then headed on to the post for Rovers.
Millwall pushed for a late winner but never managed to find a finish for a string of chances.
After Tuesday's dismal home defeat to Wolves, Kenny Jackett made six changes to his Millwall side with Hulse starting after recovering from a stomach problem, and Keogh joining him up front.
Michael Appleton handed Leon Best his first start for Blackburn alongside Rhodes in attack, while former Tottenham and Arsenal man David Bentley also made the starting line-up.
With a place at Wembley up for grabs, both sides made tentative starts to the game.
Much of the first quarter of the match was punctuated by fouls and free kicks as both sides did more to disrupt the other's attack instead of building their own.
Backed by a home crowd, it was Jackett's side that eventually took the intiative and started to apply some pressure on Blackburn.
They had the ball in the net just before the half hour mark but the Hulse's goal was ruled out because of foul on Jake Kean.
The hosts had the best chance of the half in the 37th minute when Jack Smith burst forward down the left before curling a right-footed cross in towards the post. Keogh, though, could only head on to the inside of the post.
Appleton must have had some inspiring words for the visiting side at half-time because they came out a reinvigorated side in the second half.
They should have taken the lead moments after the break through Rhodes but the normally clinical striker flashed his shot from a tight angle over the bar from a few yards out.
That scare sprung the home side back into life and they twice went close to scoring in response.
Danny Shittu almost lifted the roof off the stadium with a rasping effort from all of 40 yards but his audacious effort was tipped over by Kean.
Hulse then had a glorious chance to give the Lions the the lead but somehow managed to turn Keogh's cross over the bar with an open goal at his mercy.
King struck the woodwork for Rovers after a goal-mouth scramble in the 80th minute but it was Millwall who applied all the late pressure with the help of the raucous home support.
But despite their best efforts, they were unable to find the breakthrough taking the tie to a replay at Ewood Park.