The Lions begin the match in the bottom three but could pull clear of the drop zone if fellow South Londoners Charlton Athletic struggle at Nottingham Forest.
Charlton have played three games fewer than the Lions though and Birmingham are the next team in the table, meaning that victory tonight would close the gap to the Blues to two points.
"I have never had a more important game in my life," the Evening Standard quotes Holloway as saying. "It is a must-win."
Millwall have won just two out of 13 league games since Holloway took over, scoring only seven goals in those games.