Peterborough are 12 points adrift of 21st-placed Watford but Millen is still wary of a backlash at London Road.
"The result on Tuesday night at Scunthorpe wasn't good for them and it doesn't look a happy place at the moment," Millen told the club's official website.
"They are still mathematically in with a chance of survival so they'll keep fighting. I'm sure they will be looking for a response following the midweek loss but we'll have to see how much spirit is still left in the camp.
"The fact they've announced Jim Gannon isn't going to be staying on beyond the summer won't help matters for them. Peterborough still have some decent players there and we can't underestimate them or feel sorry for them."