Watford and Millwall head into the second half goalless, despite a strong attack on goal from the away side throughout the opening 45 minutes.
Watford had an early chance with a shot from outside the area by Almen Abdi but it wasn't enough to harm the keeper and it just glanced wide of the target.
Despite their positive start, Millwall responded well through a chance in the 15th minute, which came from Shane Lowry, who fired a low cross into the box but Tommie Hoban was able to get a vital block.
Mark Beevers had a headed effort from close range following an in-swinging corner taken by James Henry but the shot just cleared the bar.
Towards the end of the first half Liam Trotter managed to produce a right-footed shot from outside of the penalty area but the away side were unable to head into the half-time break with an advantage.