James Meredith scored from close range on the hour mark for his second goal of the season to cancel out Lee Gregory's opener for Millwall earlier in the second period.
Following an even first half, McCall's men looked the more likely scorers after the restart, in particular after Meredith's leveller.
City couldn't quite force a winner in the game's latter stages but McCall was still with pleased with the display of his players against tough opponents.
McCall said: "I thought it was a really good game, we played particularly well in the second half.
"The first half was pretty even, and we were obviously disappointed to go a goal down early after the break.
"But the crowd rallied, they got right behind us, and I feel the players responded to that.
"I think over the course of the whole game you could say we were the better side, so we are disappointed slightly to only take a point.
"The endeavour, desire, commitment and quality of the football was very good, however.
"As a front two, (Steve) Morison and (Lee) Gregory for Millwall are probably the best pairing in the division.
"You know what you are going to get with Millwall - they are very direct and they try to put you under pressure that way.
"I felt we dealt with that all on the whole though, and some of our attacking play was very pleasing to watch.
"We knew we couldn't just knock balls up long with their two giant centre halves, so we had to play a different way. It is just a shame we couldn't quite find that winner.
"Going a goal behind against a strong Millwall side, it was great character shown by the players, and the supporters, to get us something from this match."
McCall lined City up in a 3-5-2 formation for the visit of Millwall but one of the Bantams' central defenders in the game, Matthew Kilgallon, was forced off in the first period with a shoulder problem.
The City chief added: "Killa (Matthew Kilgallon) is going to go for scan to find out what damage has been done with his shoulder.
"We honestly don't know how bad it is but we should know more in the next 24-48 hours.
"It is obviously disappointing for us and the lad himself, but the scan will reveal all as to exactly how bad it is."