Under Craig Brown's leadership the Lilywhites are proving themselves to be a tough nut to crack, and they arrived at the New Den in confident mood following their midweek Worthington Cup win at Premiership Birmingham City.
With only two league losses on their travels they must have fancied their chances against lowly Millwall.
They couldn't have reckoned on the Lions sprint from the blocks as they raced into a two goal lead by the quarter hour.
Paul Ifill, the player of the season so far according to manager Mark McGhee, thumped home an unstoppable 30-yard drive via the underside of the crossbar from a rolled Dennis Wise free kick to open the scoring.
And Wise added to Preston's woes as he ran in behind Colin Murdoch to head home Glen Johnson's long throw.
Reeling from the early blows, the visitors took time to recover, but recover they certainly did.
One time Lions target Dixon Etuhu grazed the outside of the post with a powerful drive and Preston continued their acquaintance with the woodwork when Graham Alexander's curling free kick cannoned from the cross bar.
It wasn't quite one-way traffic, but it wasn't far short.
On the stroke of half time Ricardo Fuller should have added to his three goals in two games after rounding Warner, but his side foot finish gave Johnson the chance to clear form the line.
It just wasn't Preston's afternoon, as Richard Cresswell confirmed on the hour, his firm header rebounding from the crossbar.
And with nine minutes remaining Rob Edwards added his name to the list as his lengthy drive struck the outside of the frame.
It was ironic that Fuller pulled one back with the match all but over, the striker sliding in to convert David Healy's centre.
But it proved to be a consolation effort when on another day, it could so easily have been the icing on the cake.