Feeney returns to The Den after the club invoked a clause in his deal to end the loan early because of an injury crisis.
The 26-year-old has played four times since his arrival at the Reebok Stadium and boss Dougie Freedman is disappointed to see him go.
"Originally it was supposed to be a three-month deal, but Millwall had the option to call him back," Freedman told Bolton's official website.
"We're obviously disappointed to see Liam leave early. It's kind of backfired on us after how well he has played.
"We've seen his quality and we wish him well for the future."
Millwall boss Steve Lomas said his hand had been forced with injuries to Lee Martin (hip) and Richard Chaplow (groin) leaving him short of numbers.
He said: "Lee and Richard are still unlikely to be fit for the weekend, which is a bit of a blow.
"We have decided to bring Liam back because we have no natural right-sider in the squad that's fit, so it was the obvious thing to do."