The 27-year-old has played 18 times for the Lions this season with a loan spell at Bolton sandwiched inbetween and, having had a run in and out of the team since Ian Holloway arrived at the Den, he was surprised to see the ex-Blackpool manager farm him back out to the north west.
With his contract up when the season ends, Feeney knows the impact he has on Rovers' run-in could play a big part in where his next destination is.
"You're always out there in the shop window every week you play but, with my contract being up at the end of the season, I'm probably a bit more out there," he said.
"I'm trying not to change anything, do my best for Blackburn and see what comes of it."
Feeney had already played for the Lions this month so it stunned him somewhat to see Holloway green-light his exit for the remainder of the season last week.
When asked if he was taken aback, he admitted: "Yeah, a bit. There's been a big turnover of players in recent months with the new manager coming in but because I was involved I didn't think I'd be allowed to go out on loan.
"But it's a decision they've come to. Obviously they must have something in the pipeline - whether they'll bring someone in or are happy with their cover - but that's fine by me."
Millwall, then under Steve Lomas' management, recalled Feeney from a three-month spell at Bolton earlier in the campaign after he had a real impact at the Reebok Stadium, not tasting defeat in four games during a time when Wanderers had been struggling.
"It's been up and down," Feeney said of his season.
"I went to Bolton and had a really good time playing regular football and did well. The rest is history. I got called back by Millwall and went from the highs of playing every week to coming in and out again; it was a bit frustrating for me.
"I've never doubted myself and what I can bring if I'm given the opportunities. Hopefully I get a few more here and I can help out."
Feeney was immediately thrown in at the deep end on his Blackburn debut against Burnley last Sunday, getting booked just minutes into his bow after coming on as a substitute.
Although Rovers were beaten on that afternoon, Feeney is adamant he has come to a club capable of reaching the play-offs.
"There's more than enough games, we're not far off it and we can capitalise on that," he added.
"There's always one team that comes through late with a good run of form. Why can't it be us? We've got a good enough squad and a good enough manager."