A determined Millwall clawed an equaliser back in added time against bitter rivals Crystal Palace, but it still wasn't enough to secure a place in the next round of the Carabao Cup as Alex Neil's side succumbed to Palace on penalties.
Chris Richards' effort had put Palace on course for victory, before Ryan Leonard rose to head home in stoppage time from a corner for Millwall to make it 1-1 and force the tie to a shoot-out.
That gave the visitors a chance at ending a winless run against Palace which stretches back to 1986, but the Eagles' goalkeeper Walter Benitez sent the Premier League side through to the fourth round of the Carabao Cup with two brilliant saves.
Palace progress on pens after late scare
The game started with Palace in complete control. Yeremy Pino, Palace's summer signing from Villarreal, dictated the play from the left-hand side and troubled the Millwall defence throughout the first half. The winger's deflected shot found the head of Daniel Munoz, who saw his close-range effort saved by Steven Benda early on.
The visitors, though, started to grow into the game. Josh Coburn and Camiel Neghli came close to scoring on either side of half-time, but both squandered golden opportunities to give Millwall the lead.
The breakthrough eventually came when Richards fired home the opener from a Palace corner shortly after. The contest looked finished with the wind completely taken out of Millwall's sails.
But, the visitors - out of nowhere - were finally, and deservedly, rewarded for their efforts in added time when Leonard powerfully headed home from a corner.
Jean-Philippe Mateta should have then won it for Palace deep into stoppage time, but managed to slice his effort wide from point-blank range, as the tie went to penalties.
The full-time whistle was greeted with roars from a packed away end - but Palace remained composed and were perfect as they converted all four of their efforts from the spot.
Millwall, though, failed to hold their nerve. Captain Tristan Crama and Aidomo Emakhu had their penalties saved, as new signing Benitez endeared himself to Palace fans and ensured bragging rights remained at Selhurst Park.
Glasner: Esse didn't take his chance
Crystal Palace manager Oliver Glasner:
On Romain Esse's performance: "I don't want to talk about a single player, but if you sub someone at half-time you are not pleased with his performance.
"It's simple, football is not so difficult. When you get a chance, you have to perform and show you can help the team win the game.
"If I have a feeling a player can help the team win a game, he gets many minutes. If I get the feeling a player doesn't help a team win the game, he doesn't get many minutes.
"He's a nice guy, I like him as a person. But I'm not being paid to be a nice person, I'm being paid to win games. It's up to the player to improve.
"We lost so many balls and we lost so many duels. We were too long on the ball and we took a few wrong decisions. We missed a few chances. And so the game was how it was."
Neil: Frustrating not to go through
Millwall manager Alex Neil:
"I was proud with the performance in general. We were very good and after a passive start we grew more and more in confidence.
"We made eight changes and lost a goalkeeper in the warm-up (Max Crocombe) and lost Dan Kelly 20 minutes into the game, so to put that level of performance in was terrific.
"The frustrating thing for us is that we didn't manage to go through. It was a really strong Palace team and on the balance of the game I was really pleased.
"We keep going, we don't give in and we deserved the goal to take it to penalties."
