The experienced centre-half scored the winner at Blackburn last month to set up tomorrow's FA Cup semi-final against Wigan, and afterwards bellowed into a TV camera 'That's what we do!'
The clip has been immortalised in a chant by the Lions' fans and now by the club, who have commissioned T-shirts featuring the big defender and his tub-thumping catchphrase.
The 32-year-old, who has appeared at the World Cup for Nigeria and played in the Premier League with Watford and Bolton, revealed: "It's something I've been saying since I've been at Millwall.
"We went on a 15-game unbeaten run and every time I came off the pitch I'd say 'that's what we do' to psyche ourselves up.
"It kind of caught on, we kept winning and I kept saying it. And it's got to the point where if we lose opposition teams say it back to us now.
"Everyone heard it after the Blackburn game but it's something I've been saying for a while to motivate the players.
"I was chuffed to score the goal, because a lot of people did not expect us to win that game."
Millwall, 16th in the npower Championship and still not safe from relegation, are big underdogs for the game but Shittu admits they would not want it any other way.
"It's been a crazy couple of weeks but we have calmed down now and we are preparing for this like any other game," he added.
"If we work hard, do what we need to do and what we normally do, then we have a good chance of winning.
"Wigan have good attacking players and when you are playing a Premier League team you have to be mentally strong and aware, it's one of those games where if you make half a mistake they will score.
"We tend to play better when we are underdogs. We believe we can go out there, put on a good performance and win the game."
Shittu will lead the Lions out at Wembley knowing victory should secure a place in Europe next season.
Manchester City or Chelsea await the winners and, assuming neither finish outside the top four, the other finalists will qualify for the Europa League.
"That would be great," said Shittu. "But we are not looking that far ahead yet, we are trying to win the game and do things right.
"We are going to enjoy the day regardless but it's a game we definitely believe we can win
"I've played against Wigan a couple of times and you always know, at this time of the season, they are coming on really well. They are a good side so we know we will have to be right in all departments."
The Lions are hoping midfielder Liam Trotter will be fit, with boss Kenny Jackett rating him 50-50 due to a knee injury.
Key winger James Henry will feature just a month after being told his season was over due to knee ligament damage.