On seven minutes, a lofted ball over the top found Hannah Cain who raced clear, powering a shot in off the right-hand post past Sarah Quantrill. Sheffield were pressing intently, with the skilful dribbling of Rhema Lord-Mears causing the hosts no end of problems. It took until 35 minutes for Millwall to level, with Ella Rutherford taking advantage of indecision in the Sheffield defence with an assured finish.
Holly Housley allowed the ball to bounce over her head and the resulting ball in was taken down and expertly finished soon after by Rutherford.
Free-scoring Millwall continued to attack and got their noses in front when Rutherford nodded Bonnie Horwood’s corner past the advancing Danielle Gibbons, with Mason almost nipping in to get a further touch on the ball.
The second half had far fewer chances, but Sheffield could have snatched a point late on. Substitute Jenna Dear’s clipped through-ball was directed agonisingly wide, before several crosses wreaked havoc, and a Cain effort forced an extraordinary save from Quantrill.
But the ball would not go in for Sheffield despite a succession of corners during eight minutes of extra time, leaving Millwall to pick up all three points.
Sheffield coach Zoe Johnson said: “I think in the second half in particular the girls showed great passion and great desire. Every week, we keep saying the same, now we’ve just to show the quality in front of goal and finish our chances to either come away with a point or a win.
“We expected Millwall to sit off, they’ve done that every time we’ve played against them and we knew we needed to come out.
“It’s a difficult place to come to and they’re a great side. We knew we had to come up straight away and press them high. The girls absolutely grafted for 90 minutes, I can’t fault their work rate. It’s just the quality that has to improve.”
* Sheffield (4-3-3): Danielle Gibbons; Sarah Jackson, Sherry McCue, Danielle Cox, Holly Housley; Hannah Cain, Hannah Dale, Rhema Lord-Mears; Beth Donoghue, Emma Johnson, Nicole Kemp.
Substitutes: Katie Anderson for Donoghue 68, Chloe Dixon for Dale 68, Jenna Dear for Housley 45.
Not used: Melissa Johnson, Elizabeth Hobson, Kenedy Owen, Niamh Cashin.
Bookings: Donoghue 33
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