Having lost the first game of his six-match tenure against Swansea City last time out, Lions manager Willie Donachie said in his programme notes that the aim was to avoid two defeats on the bounce.
Although Millwall succeeded in that ambition the result will have done little to dampen their frustration at the end of a clash they should have won.
Despite the energy-sapping Carling Cup encounter with Norwich City in midweek, Martin Foyle named an unchanged side, but if the Vale boss had hoped that the adrenaline would still be coursing through his men after their third consecutive Cup win over Championship opposition, he looked at first to have got it seriously wrong.
Whether it was a hangover from the Norwich clash or the legacy of a second away journey in five days, the visitors were flat and insipid and it was Millwall, boosted by the energetic wing play of Chris Hackett, that established the early momentum.
In the 20th minute, the lively Chris Zebroski latched on to a crisp throughball from strike partner Poul Hubertz and drove past Richard Walker to fire a fiercely-driven left-foot shot past Mark Goodlad.
With Vale struggling to get out of their own half, Zebroski's strike set the tone for the remainder of the first period, but within seconds of the restart Leon Constantine missed a golden opportunity to put the visitors level, heading over from an unmarked position from Paul Harsley's cross.
Vale weathered the subsequent storm of Millwall attacks to equalise through Akpo Sodje with 18 minutes left.
Millwall responded strongly, with Hubertz, Marvin Elliott and Hackett all going close. But it was all to no avail and, with seconds remaining, Zebroski fired just over to complete a frustrating afternoon for the Lions and the most valiant of comebacks for Foyle and his men.