Both sides had chances to secure all three points but were guilty of wasteful finishing as the Lions made it four consecutive away draws.
The stalemate sees the Rams drop into the bottom half of the table and they have now failed to win in their last three home matches after winning their previous six at Pride Park.
Millwall's lengthy unbeaten run has been thanks in no small part to their excellent defensive record, and they have now conceded just two goals in their last eight games.
Derby forward Alberto Bueno had the first attempt at goal but the Spaniard's long-range strike was off target.
Steve Morison should have punished some slack Derby marking but the Lions' leading scorer headed wide at the back post.
Rams striker Chris Porter did manage to hit the target with a header seven minutes in but Millwall goalkeeper David Forde made the save.
Lions winger Danny Schofield had a sight of goal after 12 minutes but he blasted over the crossbar from just outside the penalty area.
Morison spurned another chance to put Millwall in front when he rose to meet James Henry's corner but once again headed off target.
And Liam Trotter also failed to test Derby goalkeeper Stephen Bywater with a left-footed effort from the left side of the penalty area.
Millwall remained on the front foot and Tamika Mkandawire rose to meet another Henry corner, but the central defender headed over.
Former Motherwell striker Porter was narrowly off target after bringing the ball down in the penalty area and shooting on the turn two minutes before half-time.
Derby boss Nigel Clough made a substitution at the break, with Tomasz Cywka replacing Conor Doyle on the right of midfield.
And Cywka was in the thick of action when he was bundled over by Scott Barron and from the resulting free-kick Robbie Savage picked out Porter, who headed wide from 12 yards.
Kris Commons, Derby's leading scorer, had a golden opportunity to break the deadlock after 53 minutes but the Scotland forward was denied by Forde after going one-on-one with the Lions goalkeeper.
Cywka then fired in a right-foot drive from long range but failed to make Forde work.
On-loan forward Bueno lined up a free-kick from 25 yards out but failed to hit the target after 62 minutes as Derby pressed for the opener.
But Millwall almost caught the Rams out with 18 minutes remaining when Jack Smith had a chance to open the scoring but the defender dragged his shot wide.