Playing some eye-catching football in the first half, McCall's men took the lead three minutes before the break when Millwall 'keeper Jordan Archer's save from a Mark Marshall shot bounced back off team-mate Byron Webster and into the net.
Millwall rallied in the second period, equalising early after the break through a well-taken strike from Joe Martin, and City had to show their mental and physical toughness in the rest of the game to keep some of the hosts' more powerful performers at bay.
City could have picked up the win with the last attack of the game but Nicky Law's shot was turned onto the post by Archer.
Rather than reflect on what could have been though, McCall was more interested in focusing on the positives to come from the performance and result.
McCall said: "I think a point each was fair, I feel we certainly deserved something from the game.
"We played some really good football in the first half and we were probably the best side.
"In the second half, they have scored early and that has made it obviously more difficult for us.
"You know here at Millwall that they are going to launch balls into the box and make it difficult for you but I felt we saw a different side to us after the break.
"We know we lack a little bit of aerial presence in this side at the moment with the players we have missing so we had to be really strong and resilient.
"There were some really big performances throughout the side - Stephen Darby making two great blocks in particular.
"Defensively, we were terrific dealing with their strengths in that second period.
"We also still carried a threat going forward though. We've had a lovely goal chalked off for a tight offside call and then in the last seconds the 'keeper puts it onto the post from Nicky's (Law) shot.
"This is a very tough place to come - they have a great home record - so to come here with players out injured and a young bench and gain a deserved point is encouraging.
"The togetherness, belief and character in this squad is very strong. When you add that to the fact that we have a number of big players coming back, it makes me pleased."
After coming back into the side for Tuesday's Checkatrade Trophy win over Stoke City, Stephen Darby was given his first league outing of the season at Millwall following his recent recovery from a groin problem.
Although Darby was in the starting XI, McCall elected to name Romain Vincelot as his skipper for the match after the Frenchman led the side in the home game with Oldham Athletic last weekend.
McCall explained: "I felt Darbs had enough to focus on today (Saturday).
"It was his first game back (in the league), Millwall put a quick winger up against him, we didn't know for certain if he would make it through the complete match given that he's just come back from injury.
"I think not making him captain will have just made his mind a bit clearer.
"A lot is made about captains though, I have lots of captains in that dressing room now. We have a lot of good leaders.
"Romain got the armband for today but Stephen was fine, he completely understood and went on to put in a great performance."
City went into the Millwall game without their two deadline day loan signings Marc McNulty and Haris Vuckic in their squad.
Explaining their absence, McCall said: "Haris will fly back into the country on Monday and train with us Tuesday.
"He had a little personal issue to attend to back home in Slovenia that had already been arranged before he signed his loan deal with us.
"Marc picked up a really slight hamstring strain at Sheffield United a couple of weeks ago.
"He ran well on Friday and today so I would imagine he will join in with training on Monday."