Neil Warnock's Rangers have yet to concede a goal at Loftus Road but could not find a way through at the other end in a feisty London derby.
Millwall were under the cosh for long periods but held out for a point thanks to goalkeeper David Forde, who made three fine saves to thwart the hosts.
Warnock's side remain six points clear at the top, however, after their nearest rivals failed to take advantage.
Rangers were predictably full of confidence in the opening stages and Heidar Helguson headed Kyle Walker's cross wide before Forde denied Akos Buzsaky.
Hogan Ephraim and Jamie Mackie also put decent chances wide before Millwall were indebted to Forde again when he saved from the prolific Mackie with his feet.
The Lions were giving as good as they got, though, and their best opportunity of the first half fell to Scott Barron, whose volley flew wide.
Rangers centre-half Kaspars Gorkss scored twice in the 3-0 win over Doncaster at the weekend and fancied another when he went forward for Adel Taarabt's corner just after the break, but this time the Latvian's header flew over.
Tamika Mkandawire was given the thankless task of shadowing Taarabt and the tricky Moroccan left his marker for dead in the 55th minute before fizzing his shot across goal.
Left-back Clint Hill was next to try his luck and was gifted a free header from Buzsaky's corner but could not keep the ball down.
Moments later Taarabt wriggled clear of the Millwall backline but once again Forde managed to tip his shot wide.
From the corner the ball fell to Helguson in front of goal but his shot was bravely blocked by Jimmy Abdou.
Millwall brought on Neil Harris and got some respite when the veteran striker got forward to fizz a drive wide.
Rangers goalkeeper Paddy Kenny had not had much to do but he was up to the task when called into action in the 72nd minute, keeping out Steve Morison's far-post header from Tony Craig's cross.
With Millwall sensing they could steal a surprise win, Kenny also had to keep out Danny Schofield's shot before pulling off a sharp save to deny Chris Hackett from 20 yards and ensure honours ended even.
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