The 26-year-old joined the Trotters on a three-month loan deal at the end of September.
However, Millwall have opted to end the loan early due to a host of injuries ahead of this weekend's match at Reading.
"Lee [Martin] and Richard [Chaplow] are still unlikely to be fit for the weekend, which is a bit of a blow," Lomas told Sky Sports News.
"We have decided to bring Liam back because we have no natural right-sider in the squad that's fit, so it was the obvious thing to do."
Feeney made four appearances for Bolton.