Trips to South Bermondsey are always uncomfortable for any team in any division and tonight Boro found out why. It was not so much the intimidating arena, more the fact that they failed to deal with a determined Millwall, who booked a place in round three.
Two goals in a first half which started quite brightly for Middlesbrough were the undoing of Gordon Strachan's men. The first, a controversial penalty, scored by Steve Morison, paved the way and then some shoddy defending allowed midfielder Liam Trotter to add a second.
After the restart there was no way back for the visitors. Middlesbrough tried to create things, namely through the bubbly Julio Arca and Barry Robson, but ultimately failed until Millwall goalkeeper David Forde somehow allowed Scott McDonald's late dipping effort to find his net.
Now it is all eyes back on the Championship and Barnsley on Saturday.
It was not as if Middlesbrough's players had not experienced hostile atmospheres before. North-East derbies, Old Firm exchanges and cross London duels had all been tasted by almost every member of the starting XI and, with thousands of empty blue seats, tonight's outing should have felt almost routine.
Rather predictably, it was a cup tie that was from easy. Chances were created at both ends before Millwall were given the opportunity to open the scoring from the spot shortly before the half hour.
Estonian winger Tarmo Kink, preferred on the left of a three-man attack, had two attempts. His first, after some neat build up play from Arca and Nicky Bailey, ended flying over from 30 yards. Then he forced Lions goalkeeper Forde in to a save at his near post after a few tricks on the edge of the box.
In between both of those, McDonald who has been recalled to the Australia squad after missing out on the World Cup - powered a drive from 22 yards towards goal for Forde to tip over for a corner, which must have given Strachan heart.
However, Millwall also had their chances. The pace and drive down the right flank of James Henry and Alan Dunne caused problems for a largely unprotected Matt Kilgallon.
And Henry had forced goalkeeper Jason Steele in to a low save to his right, as well as setting up captain Paul Robinson for a wayward nearpost header, before Millwall's golden opportunity arrived.
When Dunne charged in to the Middlesbrough box he went to ground just inside the area under a challenge from Kink, who led the protests against the decision to award a penalty.
If there was a debate about the merits of referee Graham Horwood's decision, there was nothing left unclear about Morison's strike. The striker struck, with power from the side of his right boot, high and to Steele's right to give Millwall the lead.
That arrived at a time when there was very little between the two teams, but Middlesbrough deteriorated as a defensive unit for the remainder of the half.
And while Kink did test Forde, and there were a few decent moves going forward from Middlesbrough, Millwall took advantage six minutes before half-time of some awful defending.
A routine corner in to the penalty area was initially headed down by Robinson, then far too many red shirts appeared to watch the ball drop kindly for Trotter to power beyond Steele from inside six yards.
It could have been worse. Steele was forced to make a stunning near post save to deny Morison a second, while winger Danny Schofield often made Justin Hoyte look extremely uncomfortable, before Strachan introduced Andy Halliday and Kris Boyd from the bench.
Arca did crash a stunning drive against the crossbar from distance but, despite a few half chances, and Forde's decision to allow McDonald's hopeful lob drop over his line late on, the substitutions and the switch to a more attacking system failed to turn the game around.
Matchfacts Goals: Morison pen (29mins, 1-0); Trotter (39, 2-0); McDonald (89, 2-1) Bookings: Kink (70, dissent), Henry (70, dissent) Referee: Graham Horwood (Bedford) 5 Attendance: 6,704 Entertainment:
MILLWALL (4-4-2): Forde 5; Dunne 7, Robinson 6, Ward 6, Barron 6; Henry 8, Abdou 6, TROTTER 8, Schofield 6 (Carter 76); Morison 6, Harris 5 (Lisbie 76). Subs (not used): Mildenhall (gk), Hackett, Mkandawire, Smith, Marquis.
MIDDLESBROUGH (4-3-3): Steele 6; Hoyte 5, Wheater 5, McManus 4, Kilgallon 5 (Halliday 64, 5); Robson 5, ARCA 7, Bailey 5; McDonald 6, Lita 5 (Boyd 64, 5), Kink 5. Subs (not used): Coyne (gk), Miller, Bennett, Williams, Pilatos.
MAN OF THE MATCH LIAM Trotter at the centre of most of the Lions' moves and scored too.