The in-form Lions entered the final round of second-tier fixtures in 2021/22 needing to beat already-promoted Bournemouth and hope further results suit them.
However, Gary Rowett’s side were beaten 1-0 at Vitality Stadium thanks to a late goal from Welsh striker Kieffer Moore.
Millwall’s result mattered little in the end, with fifth-placed Sheffield United emphatically brushing aside champions Fulham 4-0 to score their place in the play-off with emphatic style at Bramall Lane.
Rounding out the top six were Luton, who beat struggling Reading 1-0 at Kenilworth Road thanks to a disastrous error by Royals goalkeeper Orjan Nyland who gave Harry Cornick the only goal of the game at half-time. .
Like Millwall, Middlesbrough were also in the hunt for the top six on the final day, but a surprisingly heavy 4-1 loss to Preston at Deepdale quickly dashed their hopes.
Huddersfield took third place in the Championship with a 2-0 win over Bristol City, meaning they will face Luton in the play-off semi-final.
Nottingham Forest finished fourth after a spectacular draw at Hull, with Sheffield United now awaiting a place in the so-called ‘richest game in football’ at Wembley on May 29.
Fulham had already guaranteed the title before losing to the Blades after demolishing Luton 7-0 earlier this week, while Bournemouth’s instant return to the Premier League was guaranteed after a crucial 1-0 victory over promotion rivals Forest on Tuesday. .
Peterborough, Derby and Barnsley already knew they would play in League One next season before the final day, with Posh finally overtaking Wayne Rooney’s side in 22nd thanks to a morale-boosting 5-0 demolition of Blackpool.