Sven-Goran Eriksson admits Leicester will be a long way short of the npower Championship play-offs unless they can turn around their dismal away form.
The Foxes slumped to their ninth defeat on the road this season after goals from Steve Morison and Jason Puncheon secured a deserved 2-0 win for Millwall.
Even more galling for Eriksson was that the hosts won at a canter despite having captain Alan Dunne sent off early in the second half.
"I don't think Millwall had to work hard to score twice," said the former England chief.
"We played good football, but it does not really matter if we concede goals like that.
"They scored their second goal after 25 minutes, so we were always chasing the game. It has been the same for the last four away games. We have to work at defending better in certain situations.
"It is frustrating for everyone, me included, that we are losing away from home. We come in after 90 minutes and we have lost again and we know we are not worse than Millwall or any other team, so it is frustrating."