The Eagles earned just their fourth point of the season thanks to the result and Millen believes that his side probably should have secured the win at Selhurst Park.
"It's nice to come in here with a smile on my face. I'm proud of the players. Everton had a lot of possession but we created the better chances," Millen said in his post-match press conference.
"If I'm being greedy, we should have taken all three points but a draw gives us something to build on."
Palace remain bottom of the Premier League table.