Both sides had chances to secure all three points but were guilty of wasteful finishing as the Lions made it four consecutive away draws.
Derby missed chances through Alberto Bueno and Chris Porter in the first half, while Kris Commons saw a one-on-one effort saved after the break.
Steve Morison had Millwall's best effort, heading over, while Danny Schofield blazed over from 12 yards.
The stalemate sees the Rams drop into the bottom half of the table and they have now failed to win in their last three home matches after winning their previous six at Pride Park.
Millwall's lengthy unbeaten run has been thanks in no small part to their excellent defensive record, and they have now conceded just two goals in their last eight games.
Source: PA
Source: PA