In footage seen on social media, booing from the stands at the London-based club is heard after referee Darren England blew his whistle for the players to make the gesture.
Players at Premier League and English Football League games have been taking a knee since football restarted in June after the coronavirus shutdown.
Only 2000 spectators were allowed inside the ground for Sunday's (AEDT) second-tier match between Millwall and Derby County because of COVID-19 restrictions.
"Today's game, to me now, has become irrelevant," Millwall defender Mahlon Romeo told The South London Press. "The fans have been let back in, which the whole team was looking forward to, but in society there is a problem – and that problem is racism.
"The fans who have been let in today have personally disrespected not just me but the football club, and what the football club and the community stand for. What they've done is booed and condemned a peaceful gesture which was put in place to highlight, combat and stop any discriminatory behaviour and racism."
Fans of Millwall, who in the past gained a reputation for violence, are known to revel in their unpopularity.
Former Manchester United and England captain Wayne Rooney is in temporary charge of Derby and expressed his shock at the incident.
"Obviously I heard it and I was very surprised," Rooney said. "It's a sad thing to happen. All I can say is everyone at Derby County Football Club has fully backed taking a knee. We'll continue to do so."
Ahead of the game, the topic of players taking a knee was discussed on Millwall's fans forum and the first-team squad said in a statement on the club's website that they supported efforts to end discrimination.
"We wish to make clear that taking the knee, for us, is in no way representative of any agreement with political messaging or ideology," it added. "It is purely about tackling discrimination, as has been the case throughout."
The Football Association issued a statement after the match, which Derby won 1-0, saying it supported players' right to protest.
"The FA supports all players and staff that wish to take a stand against discrimination in a respectful manner, which includes taking of the knee, and strongly condemns the behaviours of any spectators that actively voice their opposition to such activities," a spokesperson said.
Elsewhere, Norwich City scored two late goals through Josh Martin and Max Aarons to beat Sheffield Wednesday 2-1 and return to the top of the table.
Reading stretched its unbeaten Championship run to four games with a 2-0 win over 10-man Nottingham Forest, courtesy of goals from Lucas Joao and Michael Morrison.
Veljko Paunovic's side is in third place in the table on 30 points, behind Bournemouth on goal difference.
Coventry City also picked up a win, beating Rotherham United 3-1.
Swansea City is in fourth place after a 2-0 win at home to Luton Town while Stoke City is in fifth spot after a header from Nathan Collins proved enough in a 1-0 win against Middlesbrough.