Wednesday had started the fixture brightly, but had the stuffing knocked out of them when the visitors took the lead from a corner after just over half an hour.
It was a cold afternoon to forget as the Owls continued to fire blanks in front of goal. They had as many chances as the Lions, but took none of them - it was a game that was, in part, indicative of the way that the club's season has gone so far.
Here are our ratings after a torrid afternoon that nobody of a Wednesday persuasion will be looking back on with any pleasure:
1. Cameron Dawson - 4
A really tough day at the office for the Wednesday goalkeeper, who will be disheartened by the result at S6. It was after his somewhat fumbled effort that Harding scored the third and he didn't really manage to make any notable saves.
2. Callum Paterson - 4
Put in as much effort as you'd expect from him, but nothing seemed to really go his way in what was a difficult encounter against Millwall. Had one good effort excellently saved.
3. Dominic Iorfa - 4
It was a mixed bag for Iorfa, conceded four as part of the backline - but also made some good recovery challenges and interventions as well.
4. Bambo Diaby - 3
Diaby won't be looking back on this game with any fondness after he was caught out on numerous occasions and struggled to really make any impact in the heart of the Owls defence.