With chances limited in a contest between two in-form sides, Parkinson's men were good value for their away point - a result which extends City's unbeaten run to five league games.
Millwall midfielder Shaun Williams forced a good save from City shot-stopper Ben Williams in the second period, while Devante Cole saw a penalty appeal turned down and Kyel Reid fired over from close range for City in the first half.
Parkinson said: "It was a hard game but we always knew it would be.
"We had to stand up and be counted as a group, and I thought we were terrific.
"It is a clean sheet for us and an away point.
"Ben (Williams) didn't have too much to do in the game but his save in the second half was top quality.
"Millwall have some positive attacking players but we were faultless at the back.
"This is a proper old-fashioned Millwall team at the moment and the crowd are really up for it but we came into the Lions' den and came away with a fully deserved point.
"We have to give the lads great credit. Everything we asked of them, they did.
"Our final ball at times probably wasn't of the quality we needed to go and win the game but there was so many good things out there and it sets us up for Tuesday night (vs Blackpool)."
After nearly three months out with a knee injury, Billy Clarke was given the final ten minutes of the match off the bench at Millwall.
Parkinson added: "We were pleased to get Billy some time out there towards the end.
"That will give him a lift and it gives us some greater competition for those attacking positions.
"He has the quality on the ball, especially when the game opens up.
"There is still some work to be done with him to get him really up to match speed but we'll get him there.
"I'm sure it was a nice bonus for our supporters to see someone like Billy Clarke coming off the bench."
Josh Morris travelled with the squad to the capital but he wasn't named among City's substitutes as Parkinson erred on the side of caution.
Parkinson said: "Josh has trained for two weeks now but he still just isn't completely back to where he was before.
"We contemplated putting him on the bench but if we had Billy (Clarke) on the bench as well, that would be two of our substitutes we could only use for 10-15 minutes at the end.
"We decided to go with Billy and give Josh a couple more days on the training ground.
"Josh is a key player and we want to get him back but there's just that little bit that is annoying him at the moment with his knee. We'll get him there."