Neither side could break the deadlock and will face a replay at Ewood Park on Wednesday to determine which team will represent the Championship in the semi-finals.
2004 finalists Millwall created more chances to win the game throughout the 90 minutes and Rovers, who are yet to concede in this season's competition, will be pleased to have left London with another chance of securing a trip to Wembley.
Andy Keogh hit a post and Danny Shittu forced a great save out of Blackburn's Jake Kean whilst the visitors did not register a single shot on David Forde's goal, although Joshua King saw a header hit the post with 13 minutes remaining.
The opening half an hour was short of both chances and quality as the two sides struggled to create openings. Scott Dann suffered a cut above his eye in the 15th minute after being caught by Millwall striker Rob Hulse's elbow in an aerial challenge.
The first decent effort came after 23 minutes when Liam Trotter bent a shot wide of Kean's left-hand post as the hosts looked to take the initiative in the tie.
Millwall had the ball in the back of the net later in the half as Keogh headed home Chris Taylor's corner but the whistle had already gone as Dany N'Guessan impeded Kean.
Former Wolves forward Keogh then saw a diving header come back off the post as he connected with Smith's deep cross five minutes before the break.
With the second half following a similar pattern to the first, Lions' skipper Shittu picked up the ball in his own half before unleashing a piledriver from 40 yards which Kean tipped over for a corner.
Kenny Jackett's side should have been ahead moments later when Keogh's ball across the face of goal was ballooned over by Hulse. The home side then enjoyed a period of sustained pressure but could not muster up an effort to beat Kean, with the final ball lacking quality on numerous occasions.
Blackburn came back into the game as the second half progressed and former Manchester United youngster King saw a climbing header come back off a post as they looked to snatch a semi-final berth late on.
It was Shittu who again came close to taking his side to the final four, stinging the palms of Kean from long range with the Rovers goalkeeper doing well to claw the rebound away from Hulse.
That proved to be the last chance for either side to settle the tie at the first time of asking, leaving both clubs waiting to see who their potential semi-final opponents could be.