Neither side could find a way through as the two teams with the longest-serving managers in the Championship faced off at the Den.
Midfielders James Henry and Josh Wright both saw long-range efforts fly over Frank Fielding's crossbar as the home side began the match strongly before Callum Ball saw his effort for Derby strike the outside of the post.
Craig Bryson wasted the best chance of the half for the Rams by poking just wide after David Forde spilled a shot.
After the break the Lions resumed their early dominance with Derby seemingly happy to play on the counter but neither side could find the crucial goal.
Both sides' positions in the Championship alters by one, with Millwall rising a place to 20th, while Derby drop a position to 13th.
