A 73rd-minute goal from Aiden O’Brien inflicted a first league defeat on Leeds and gave the Lions their second victory since returning to the division.
With PNE back in front of the home faithful after last week’s win at Birmingham, it will be a clash of two teams with plenty of confidence.
Neil said: “I think this will be one of the most difficult games we have had.
“Millwall have been in good form, the games they have lost have only been by the odd goal.
“They are well organised, an old-fashioned 4-4-2 type of team if you like.
“But they do it extremely efficiently and extremely well.
“Their home form has been good, going to the Den can be difficult.
“Norwich went there and found it difficult, losing 4-0, Leeds went there top of the league and found it difficult.
“If you look at the stats from the Leeds game, I don’t think 1-0 tells the full story.
“Had it finished 3-0 or 4-0 to Millwall, that would have been merited on their part.
“The thing with Millwall, like when you play Cardiff, is that if you don’t roll your sleeves up and match them for effort and fight, then you will be in for a tough afternoon.”
There will be a familiar face to PNE fans in the Millwall side, in the shape of right-back Conor McLaughlin.
The 26-year-old started his career with Preston, coming through the academy.
McLaughlin broke into the first team in November 2011 during the closing weeks of Darren Ferguson’s tenure.
He broke his leg three months later in a 4-0 home defeat to Bristol City, ruling him out for the remainder of that season.
In the meantime, North End were relegated to League One and McLaughlin became a regular in the first team once he had recovered from the injury.
However, the Irishman was used sparingly once Graham Westley arrived and went on loan to Shrewsbury.
In the big cull of summer 2012, McLaughlin left North End to join Fleetwood Town in a permanent deal.
During five seasons with the Cod Army, he made 200 first-team appearances and established himself in the Northern Ireland squad.
Having reached the end of his Fleetwood contract in the summer, he made the move to Millwall on a Bosman.
McLaughlin has started all of their Championship games and found the net in the 2-2 draw at QPR 10 days ago.
He was among eight new recruits to arrive at the New Den this summer as manager Neil Harris strengthened the squad following promotion, which was achieved via the play-offs.
Wolves pair Jed Wallace and George Saville came in on permanent deals, having been on loan last season.
Another newcomer was Ryan Tunnicliffe who joined on a Bosman from Fulham.
He spent part of last season on loan at Wigan.