The Robins went down 2-1, and whilst Docherty admitted Millwall were the better team in the first half, he felt the visitors bossed it after the break, Jon Stead levelling after Dany N'Guessen put the hosts in front.
Adam Smith, on loan from Spurs, fired home his first goal for the Lions 15 minutes from time to earn them all three points.
"Credit to Millwall, we didn't turn up in the first half we didn't play in a system that we've done well with away from home," said Docherty.
"In our away game against Ipswich, with that system, we did well, but you've got to pass the ball and retain the ball up top and we didn't.
"We assessed that and made a couple of substitutes before half-time and, I think, after that we were probably the better team.
"At one each I thought that only one team would go on and win that but unfortunately after we've got back we've been undone by the second phase in a set play that ultimately lost us the game and it's a real disappointment.
"I should be sitting here and talking about us taking a point but we didn't and we need to take responsibility for that."