Scott Barron's first-half shot appeared to strike the raised hand of Town defender and skipper Peter Clarke.
And Clarke was involved again after the break when a trip on Barron went unpunished.
Lee Clark's free-scoring Yorkshiremen scored 82 league goals on their way to securing sixth place, but failed to find the net on home soil when it mattered for the first time since January 19.
Huddersfield made one change, with Lee Novak returning to the starting line-up, while Neil Harris, Tony Craig and Marc Laird were recalled by Millwall.
Millwall striker Steve Morison's early header was comfortably held by Town goalkeeper Alex Smithies and at the other end Danny Drinkwater scuffed a gilt-edged chance after Gary Roberts and Novak had carved open the Millwall defence.
Huddersfield midfielder Antony Kay's wayward shot apart, neither side created any openings in a cagey first 20 minutes.
Roberts and Novak then combined well again down the right and when the latter crossed to the edge of the six-yard box, Millwall skipper Paul Robinson did enough to put Rhodes off and the ball flew over the crossbar.
Drinkwater's curling free-kick had visiting goalkeeper David Forde sprawling to parry at his near post as Town laboured to build up a head of steam.
Both sides regrouped at the interval after a disappointing first half and appeared with more purpose at the start of the second.
Millwall striker Harris forced Town goalkeeper Alex Smithies to save at full stretch with a shot from outside the penalty area.
Millwall's travelling army were enraged when Hertfordshire referee Darren Deadman waved away the visitors' appeals for a penalty when Barron appeared to be tripped by Clarke.
The tempo, both on and off the pitch, was at last gaining some momentum.
Harris fooled most of the Galpharm Stadium, but not ref Deadman, when he deftly flicked Barron's corner into the far corner of the net with his hand and was booked.
Town midfielder Kay's volley was then deflected for a corner and Novak lashed home a bobbling ball following Pilkington's 66th-minute corner, but Deadman ruled the effort out for offside.
Roberts' left-footed curler was well caught by Forde, but Kenny Jackett's well-organised Millwall maintained their discipline and Huddersfield, lacking their trademark fluidity, became increasingly frustrated.
Forde saved from Neal Trotman's feet right at the death as the ball failed to break kindly for Town in front of a crowd of just under 15,000.
Trouble broke out in the visiting fans end directly after the final whistle and police were forced to move in as bottles were thrown onto the pitch.