The Championship outfit released a strong statement in response to television images that appeared to capture home supporters racially abusing opposing players.
A Sky Sports News report captured Millwall fans appearing to direct racist abuse towards players at various games this season, with one player, Marvin Sordell of Bolton, speaking out on the program after he suffered abuse at the ground in October.
"Everyone at Millwall Football Club is deeply shocked and appalled by the footage shown on Sky Sports News Special Report on Monday evening," the club wrote in its statement. "As a club Millwall has been at the forefront of the battle to eradicate racism from football, being the first in the country to introduce an Anti-Racism Trust, and, in spite of the incidents shown in this program, tremendous strides have been made.
"However, it’s a sad fact that a small minority of people in society still hold racist views and some individuals bring them into football stadiums throughout the country. We firmly believe that football itself is not the problem but rather football is committed to being part of the solution.
"At Millwall we operate a zero tolerance policy in which we target, arrest and ban any fan identified displaying racist or abusive behavior. In relation to the Leeds United match featured in the Sky program, we became aware of allegations made initially via Twitter which were picked up elsewhere within minutes of the match ending.
"We immediately launched an investigation but there were no reports from officials, police, stewards or media at the ground, including Sky TV, who broadcast the game live, to substantiate the allegations at the time.
"We spoke in person to the Leeds player in question and asked him if he was aware of being subjected to any racial abuse. He told us this had not been the case and, on that basis, we therefore had nothing to substantiate allegations of racial abuse and thus refuted them.
"Now that this new evidence has come to light, Millwall FC has requested that Sky make all footage available to the police, which they have agreed to do. We will assist in identifying the individuals concerned with a view to the strongest possible action being taken."