The Hornets were looking to make it four straight wins in the Championship and capitalise on Wednesday’s meeting between promotion rivals Swansea and Brentford but Xisco Munoz’s side lacked a cutting edge and could not convert their dominance into a goal.
Millwall can take encouragement from a point on the back of a hard-fought win over Huddersfield in their last league outing but remain stuck on one home win in the Championship this season and were also short of quality up front.
Millwall’s Jake Cooper came closest to breaking the deadlock for both sides, striking the post at either end in the first half.
The centre-half nearly turned the ball into his own net when Tom Cleverley’s free-kick flew through a crowd of players and ricocheted off the base of the upright via Cooper’s shin.
In first-half stoppage-time, Cooper twice thought he had scored from Millwall set-pieces during the hosts’ best spell of pressure.
Cooper first planted a superb header onto the far post from Ryan Woods’ free-kick and then found the back of the net with an equally towering effort from Jed Wallace’s ball – only to be flagged offside.
Ismaila Sarr also went close for Watford in an occasionally feisty first half when he forced Bartosz Biakowski into a smart save from close range.
Biakowski also came to Millwall’s rescue after the interval with a fine double save from Chalobah and Deeney.
Having parried Chalobah’s 25-yard drive into Deeney’s path, the goalkeeper had to spring back to his feet to claw the Watford captain’s acrobatic bicycle kick around the post.
Millwall were less adventurous after the interval and Watford could find a way through their three centre-backs in an increasingly dull encounter.