Millwall battled hard to snatch a replay at The New Den on Tuesday week.
Injury-hit Walsall dominated most of the second half but Millwall central defenders Paul Robinson and Zak Whitbread were outstanding.
Jay Simpson went close for Millwall in the 10th minute with a blistering drive which Clayton Ince tipped over.
With time running out, Walsall's outstanding defender, Rhys Weston, created a chance which Troy Deeney pulled wide as the game ended level.
Walsall: Ince, Weston, Roper, Dann, Fox, Nicholls, Wrack, Bradley, Demontagnac (Sonko 75), Deeney, Ricketts (Brittain 36).
Subs Not Used: Bossu, Hall, Taundry.
Booked: Roper, Wrack.
Millwall: Pidgeley, Bignot, Robinson, Whitbread, Frampton (Barron 26), Gaynor, Simpson, Fuseini, Hodge, Akinfenwa, Forbes (May 65).
Subs Not Used: Edwards, Shaw, Bowes.
Booked: Gaynor, Barron, Fuseini, Robinson.
Att: 4,358
Ref: Scott Mathieson (Cheshire).
BBC Sport Player Rater man of the match: Millwall's Adebayo Akinfenwa 7.50 (on 90 minutes).
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