Millen said that he is pleased to continue as manager for the time being, but admitted that there is plenty of interest in the job.
"I'm delighted to be in charge again," BBC Sport quotes Millen as saying. "I can understand why a lot of people want the job.
"There's still belief there. We have enough talent to compete with other teams. I spoke to Ian Holloway. He rang me Friday to wish me all the best and he rang me again on Saturday night."
Palace are bottom of the Premier League with one win and eight defeats from their opening nine games.