North End have endured a dreadful campaign and have now won only four of their 19 matches this season.
Ferguson's men huffed and puffed but they could not break down a spirited Millwall outfit who stood firm to earn a deserved share of the spoils.
With skipper Callum Davidson missing through injury, Preston handed a debut to Burnley defender Leon Cort after he joined the club on loan earlier this week.
North End had already lost six times on home soil this season and Ferguson knew another loss at Deepdale would spell disaster.
Millwall forward Steve Morison went desperately close in the 72nd minute with a 12-yard strike, which Andy Lonergan did well to tip around a post and he then headed over in the 81st minute as neither side could break the deadlock.