The League One promotion chasers – who held their Championship opponents to a 3-3 draw at the Den 11 days ago – made light work of the Lions at Valley Parade, scoring three unanswered first-half goals.
FA Cup Third Round replay
Bradford City 4-0 Millwall
Bradford travel to Chelsea on 24 January
Ipswich Town 0-1 Southampton
Southampton host Crystal Palace on 24 January
Millwall were reduced to ten men after just five minutes when Mark Beevers had his marching orders, and two minutes later Bradford went ahead with a header from James Hanson.
Jon Stead doubled the lead on 17 minutes, and Andy Halliday made it 3-0 late in the first half.
Billy Knott then completed the rout as the 2013 League Cup finalists re-stated their knockout pedigree.
Highlights from the game at Portman Road
Elsewhere, Shane Long scored the only goal as Southampton saw off Ipswich Town at Portman Road.
The victory secures Saints a home tie with Crystal Palace on Saturday week.
Stephen Hunt thought he had put Ipswich ahead only to have his early strike disallowed for offside.
Southampton then made their Championship opponents pay, when Tommy Smith brought James Ward-Prowse’s promising dart to an end, only to see the ball fall to Long, who reacted smartly to fire past former Saints 'keeper Bartosz Bialkowski.
Ipswich pressed late in the game for an equaliser, but could not convert their possession into clear cut chances.
Watch highlights from the replay at Valley Parade
