The 35-year-old, who recently retired from playing, is the Lions' record goalscorer following two separate spells at The New Den.
"As soon as I became aware that Neil's playing career was coming to an end I was keen to bring him onto the staff at Millwall once more," manager Steve Lomas told the club's official website.
"In the same way as I'm looking for players hungry to play for this club who understand its dynamic, the same goes for the coaching staff.
"I believe he will be a great asset to us and an inspiration to the players, both at first-team level and with the development squad."
Millwall get their Championship campaign underway at home to Yeovil Town on August 3.