Jason Price's second-half strike sealed the win and Ferguson, whose side now sit just three points above the Lions in the second automatic promotion spot, admits his side were not good enough despite the penalty controversy.
"Just to see a penalty taken three times is ridiculous," he said. "Keepers do move on the line - if it carries on then every penalty is going to have to get retaken eventually. I thought the first one was very harsh and the second one was more shock.
"Millwall were the superior team on the night and I am bitterly disappointed with my team's performance. At no time in the game did we have any control.
"If we don't get automatic promotion, the players would be very disappointed as well as myself because I don't want to manage in League One, I want to get to the Championship. It is my job to pick the players up and we have to keep working until we get the points we need."