A determined Millwall side clawed an equaliser back in added time against bitter rivals Crystal Palace, but it still wasn't enough to secure a place in the next round of the Carabao Cup as Alex Neil's side succumbed to Palace on penalties.
Chris Richards' effort had put Palace on course for victory, before Ryan Leonard rose to head home in stoppage-time from a corner for Millwall to make it 1-1 and force the tie to a shootout.
That gave the visitors a chance at ending a winless run against Palace which stretches back to 1986, but the Eagles' goalkeeper Walter Benitez sent the Premier League side through to the fourth round of the Carabao Cup with two brilliant saves.
Palace progress on pens after late scare
Crystal Palace's Chris Richards celebrates scoring against Millwall
Image: Crystal Palace's Chris Richards celebrates scoring against Millwall
The game started with Palace in complete control. Yeremy Pino, Palace's summer signing from Villarreal, dictated the play from the left-hand side and troubled the Millwall defence throughout the first half. The winger's deflected shot found the head of Daniel Munoz, who saw his close-range effort saved by Steven Benda early on.
The visitors, though, started to grow into the game. Josh Coburn and Camiel Neghli came close to scoring on either side of half-time, but both squandered golden opportunities to give Millwall the lead.
The breakthrough eventually came when Richards fired home the opener from a Palace corner shortly after. The contest looked finished with the wind completely taken out of Millwall's sails.
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Chris Richards scores 'messy' goal to give Crystal Palace the lead against Millwall.
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Millwall score a late goal at Selhurst Park to send the third round Carabao Cup tie to penalties.
But, the visitors - out of nowhere - were finally, and deservedly, rewarded for their efforts in added time when Leonard powerfully headed home from a corner.
Jean-Philippe Mateta should have then won it for Palace deep into stoppage time, but managed to slice his effort wide from point-blank range, as the tie went to penalties.
The full-time whistle was greeted with roars from a packed away end - but Palace remained composed and were perfect as they converted all four of their efforts from the spot.
Millwall, though, failed to hold their nerve. Captain Tristan Crama and Aidomo Emakhu had their penalties saved, as new signing Benitez endeared himself to Palace fans and ensured bragging rights remained at Selhurst Park.