After enjoying an initial month on loan at the New Den, Derry saw his deal extended until January on Transfer Deadline Day.
But speaking on Sky Sports News Radio's Football League Hour show, he revealed that he had to speak to QPR boss Harry Redknapp.
"I gave him (Harry) a call about 4 o'clock in the afternoon because it was key that this loan move for me got pushed through in time," said Derry.
"He was as good as gold for me, he was honest, we both said that the chances were I wouldn't be playing and it would be in everyone's best interests if I stayed at Millwall and I was absolutely delighted.
"I was so looking forward to extending the move that if it didn't happen it would have been massive for me because I'd have been going back to QPR with them signing two more midfielders.
"It's always difficult when they add quality because you look around and think 'Am I going to be given a chance?' and fortunately when results are going well for the football club you just know your days are numbered because you never know what's going to happen.
"I think when you get to an age like mine where you've been used to playing, when it comes to not playing you're half thinking am I going to seize up. I'm not saying I have a devine right to play at Millwall but I've got a better chance of playing."
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