The sides played out a 0-0 draw at The Den that saw Scott Dann have his head bandaged after being caught by Rob Hulse's elbow.
The same player also suffered a blow to the head after colliding with Lions defender Danny Shittu in the second half.
Referee Martin Atkinson issued seven yellow cards during the game, while Bradley Orr was left "struggling to breathe", according to Rovers manager Appleton, after one of his ribs was cracked in a challenge with Shittu.
Appleton was unhappy with how his players were treated but Jackett denied his players had purposely targeted the opposing side.
"There were a lot of tackles flying around today and a couple of cheap shots going on out there, which is disappointing," said Appleton.
But Jackett insisted his players had not acted improperly.
"Cheap shots? I don't think that was the case," he said. "I don't think that was my players at all."
Millwall midfielder Jack Smith was also surprised by Appleton's comments.
"I didn't see any cheap shots. They seemed to fall over if we breathed on them," he said.
The two sides meet again for the replay at Ewood Park on Wednesday night.