The Lions refused to lie down despite going two goals behind for a second time when Gary Bennett struck five minutes before half-time.
Ricky Newman pulled the score back to 3-2 with a header 13 minutes into the second half, and despite losing Lucas Neill for a second yellow card offence, Millwall equalised with 10 minutes left when Anton Rogan scored with a penalty after Brian Carey had handled.
Tony Humes and Wayne Phillips had earlier given Wrexham a 2-0 lead after half an hour before Steve Crawford pulled one back. Bennett then restored the two-goal gap before Newman and then Rogan struck.
Wrexham: Marriott, McGregor, Jones, Phillips, Humes, Carey, Bennett, Russell (Cross, 85), Connolly, Skinner (Chalk, 82), Brammer. Substitute not used: Ridler.
Millwall: Carter, Neill, Berry, Newman, McLeary, Witter, Hartley, Doyle, Crawford, Sadlier, Dolby (Rogan 51). Substitute not used: Savage, Webber.
Referee: T West (Hull).Reuse content