Millwall manager Neil Harris felt his side had clear chances to score more than one goal at Sheffield Wednesday on Tuesday night.
Tom Elliott netted for the Lions but they lost 2-1 at Hillsborough with centre-back Jake Cooper sent off for a two bookable offences.
Harris said: “Not only Jake Cooper’s red card, he should have scored two goals.
“Jed [Wallace] should have got his shot away in the box – he had all the time in the world. He should’ve scored from there.
“Shane Ferguson is through one-on-one and he should score. We’ve had chances.
“There is no doubt we should get something in the second-half but the damage was done in the first-half. For my team to concede in the fourth minute and 43rd minute is not acceptable.”