Millwall's first Football League match at The Den was on August 28, 1920. They defeated Bristol Rovers 2 - 0. This win over Rovers was the Lions' seventh successive win against them since switching to The Den. The match was played in the Football League Division 3 South of which Millwall were original members.

They became known as a hard-fighting Cup side and competed in a number of memorable matches, notably defeating 3 time league winners (and reigning champions) Huddersfield Town 3-1 in the third round of the FA Cup in 1927. Matches against Derby County, Sunderland and others that watched packed crowds of 48000 plus in the 1930s and 1940s. However, it can be argued that the largest cup upset came in the fourth round of the FA Cup on 26 January 1957, when Millwall defeated the then mighty Newcastle 2-1, watched by a crowd of 45,646, at an occasion when The Lions were battling for Third Division status.