TV footage shown by Sky Sports News as part of an investigation into racism in the game showed Diouf seemingly being abused by Lions supporters.
The film also appeared to show the player alerting the referee, Mark Halsey, and making stewards aware of his allegations - although Millwall insisted no complaint of racist abuse was made by the player at the time.
Shittu said he spoke to Diouf and even gave him a lift home after the match and the former Liverpool player did not suggest to his opponent that he had been abused during the game.
The Millwall captain said: "I asked him because there was word flying around that it could have happened. I spoke to him and he said there wasn't really anything that happened.
"I spoke to him after the game and I haven't spoken to him since, I will be talking to him over the next couple of days. He was fine when I spoke to him after the game, I actually gave him a lift home in my car. I think that is the character that Diouf is, he tries to not let stuff like that bother him."
Nigeria international Shittu issued a statement via the club's website earlier in the week saying he was 'deeply saddened' by the footage but he is fully in support of the work Millwall are doing to stamp out the issues.
"There were a lot of things on the TV that were happening on the pitch that I didn't see happening during the game. It was something that was unfortunate to see and I know the club is working hard to stop it happening. I watched it like everyone else, obviously anybody would be disappointed by what was shown.
"As captain of this club it was disappointing, I have been here a while now and I've seen the hard work everyone does to eradicate it in football and at this club as well. It is just the minority that is doing these things, it is something that happens everywhere, I'm sure it happens at other clubs and it happens outside of football as well. It is about trying to get it stopped completely."
AC Milan midfielder Kevin-Prince Boateng walked off after being racially abused during a friendly match last month and, although Shittu admits he would not know how to react to such abuse, he praised the stance taken by the Ghana international.
He said: "When you're out on the pitch there are a lot of things you have got to deal with. It doesn't make me feel vulnerable but it just makes you more aware of what is going on and there is no place for this in football.
"Maybe I wouldn't say the word 'fortunate' but it is something I haven't had to deal with myself in my career and to be fair I don't know how I would react to it if I was playing in a game and something like that was going on.
"For him to have done that - I give him a lot of respect because I know people who would have reacted in a worse way. To just walk off the pitch when something is hard to take, then all respect for that."