The FA are looking into the events which saw a man stabbed outside Upton Park and pitch invasions occur during the Hammers' 3-1 second round victory.
Millwall have promised to assist the authorities with their investigation - but also called for a probe into the planning of what was always likely to be a powder keg occasion between two fierce historic rivals.
The Lions were unhappy at only being allocated 2,300 tickets, amid fears ticketless fans would travel across London to the game regardless.
A statement from the Lions read: "Millwall Football Club joins West Ham United and the FA in condemning the actions of those people whose behaviour both inside and outside the Boleyn Ground marred Tuesday night's excellent Carling Cup tie between the two clubs.
"Any Millwall supporter identified as being involved in criminal activity relating to the events of August 25 will receive an indefinite ban from the club.
"At the same time, we would like to thank the vast majority of the 2,300 Lions fans at the ground for supporting the team in the appropriate manner.
"We trust that all aspects of planning and preparation for this match will be thoroughly investigated.
"We will assist fully the FA and other relevant authorities with their ongoing enquiries."