Saints will be without Richard Chaplow, Radhi Jaidi and Lee Barnard when they host the Lions.
Midfielder Chaplow is halfway through a three-match ban following his red card at Barnsley last weekend.
Defender Jaidi (knee) and striker Barnard (ankle) are back in training but with Saints having won their first three matches, manager Nigel Adkins has no need to rush them back.
Danny Fox will be pushing to make his full debut following his switch from Burnley after coming on as a late substitute during Tuesday's 5-2 win at Ipswich.
Fox will challenge Dan Harding, who this week signed a new three-year deal at St Mary's, for the left-back berth.
Rickie Lambert and David Connolly continue in attack having scored six goals between them so far.
Dany N'Guessan has been ruled out for Millwall.
The on-loan Leicester striker, who made seven appearances for Saints during a spell on the south coast last season, is out for a fortnight with a hamstring injury.
Darius Henderson will start in attack at St Mary's while boss Kenny Jackett must decide who plays alongside him.
Wingers Hameur Bouazza and James Henry formed a front three in Wednesday's 2-2 draw with Peterborough, while youngster John Marquis or fit-again Josh McQuoid are available if Jackett opts for two in attack.
Northern Ireland international McQuoid made his first appearance of the season as a late sub against Posh following a groin injury.
Midfielder Therry Racon (hamstring) and striker Shaun Batt (cruciate) are still out.
