McCall admits that as many as eight of his first team squad are likely to be missing for the match against The Lions but he feels City will still have the belief within the camp that they can extend their unbeaten start to the league season.
Millwall have won both of their home games in Sky Bet League One so far this campaign but City will be confident going on the road again having already defeated Peterborough United and Milton Keynes Dons on their travels.
McCall said: "Going to Millwall on Saturday, we will probably have eight out of the squad unavailable.
"It is clearly disappointing as it leaves us a bit thin on the ground but we are getting people back and we hope soon to have plenty of options to choose from.
"When everyone is fit, we will have two strong teams really. I wouldn't know my strongest starting XI at the moment with everyone available, and that is a good headache to have.
"I think Millwall will be as strong, if not stronger, than they were last season.
"They are a powerful and experienced side and it will be a challenge going down there but it is one we will look forward to.
"We just want the lads to keep doing what they have been doing. We are really pleased with the points we have amassed so far, especially with the injury problems we've had recently.
"No-one is getting carried away but there is a good vibe around the place at the moment.
"As tough as the game is going to be, we are going to go there on the back of two good away performances at Peterborough United and MK Dons and with a great deal of determination."
City's trip to Millwall this weekend will be their first game since the closure of the summer transfer window following Wednesday's deadline day.
The Bantams managed to snap up the services of attackers Marc McNulty and Haris Vuckic on loan deals before the window slammed shut on Wednesday evening.
McCall added: "Haris can play in a number of positions; he can play on the left, play on the right, play as a 'number ten', or as a main striker.
"He will give us variety and good quality.
"With Marc, for a while we were probably looking for another stronger, physical forward like James (Hanson) in case he gets injured again, but the way we have been playing recently we felt that we just needed a sort of penalty box player or 'poacher' instead.
"He (Marc McNulty) is a goal-scorer, he's hungry, and he's at a good age.
"He can run the channels and hassle defenders but he is also a good finisher in and around the penalty box.
"I'm pleased with both acquisitions and it gives us real options up front now when everyone is fit."