The Eagles have yet to win in the Premier League having lost manager Tony Pulis just two days before their opening fixture against Arsenal and will hope to notch a win in midweek
Having lost manager Tony Pulis two days before a defeat at Arsenal on the opening day of the Premier League season, Palace became embroiled in another saga just as Malky Mackay looked set to become his successor prior to Saturday's home loss to West Ham.
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Joe Ledley then joined Scott Dann on the injury list when tweaking his groin in the warm-up at the weekend and it is unlikely either will be available at Walsall.
Millen admitted his side were "flat" and "lacklustre" against Sam Allardyce's men and will be seeking a quick response when taking on League One opposition at the Bescot Stadium in the second round.
"I don't like to make excuses, but it was a tough week for the players," said Millen. "I tried to play it down beforehand because in training they had been fine, but when you come to match day you're never quite sure how they are going to respond, so whether that had any bearing, I don't know.
"But we've got a lot of work to do, with the transfer window closing next Monday, as everyone knows we need to strengthen our squad, and we've got the cup game on Tuesday to deal with - so there's never a dull moment.
"We've got to take things on a day-to-day basis, so I'll pick a team for Walsall. We've got a good squad, there are players that need to play, so we will make some changes and hopefully get a result.
"It's another tough week because we've got the cup game and then we've got to go to Newcastle on Saturday, so we've got a bit of travelling but we'll prepare the lads - they'll be disappointed from Saturday but I know this lot, they'll bounce back."
Walsall edged out Southend United 2-1 in the first round, but have failed to win any of their first four fixtures in League One - securing a third draw in Saturday's goalless stalemate at Leyton Orient.