|Cox 6, 84, Blackman pen 15||Venue: Madejski Stadium
|Fuller 39, Beevers 54|
MILLWALL fought back from 2-0 down but left the Madejski Stadium empty-handed after Simon Cox's late winner.
The Lions made a disastrous start to the game and were staring down the barrel just 15 minutes in after a long-range strike from Cox and Nick Blackman's penalty.
But Ricardo Fuller pulled one back before half time and Mark Beevers' towering header made it 2-2 after the restart.
The visitors created the better chances after that but Cox bundled in a corner after a flick at the near post to break Millwall's hearts right at the death.
Ian Holloway made five changes to his starting XI following Saturday's disappointing defeat at the hands of Ipswich Town.
Shaun Williams was ruled out with a dead leg while Martyn Woolford, Jermaine Easter, Jack Powell and Mathias Ranegie were all dropped.
Into the line up came Richard Chaplow, Ricardo Fuller, Fred Onyedinma, Jimmy Abdou and Byron Webster as Holloway shuffled his pack.
As they had done at Portman Road, Millwall missed a golden chance in the opening exchanges – and were then made to pay for it at the other end.
In just the second minute, Onyedinma wrapped his foot around a teasing left-wing cross and Fuller's powerful header was tipped over by Adam Federici.
Webster headed over from the resulting corner but the hosts broke the deadlock moments later when Cox got the better of Abdou before drilling into the corner from 30 yards.
Th Lions were rocking on their heels and Glenn Murray twice went close to adding a second goal during a spell of Reading dominance.
First, the striker drilled wide after intercepting Carlos Edwards' loose pass and then headed over from point-blank range when it looked easier to score.
But when Webster tripped Blackman in the area, the frontman took the penalty himself and sent Forde the wrong way from the 12 yards to make it 2-0.
Federici denied Millwall a goal back when he made an inspired double save first to deny Scott Malone and then keep out Scott McDonald's follow-up.
Holloway responded to his side's poor start by introducing Martyn Woolford from the bench, with Webster coming off, and the Lions looked a lot better after the change.
The winger was involved in the action straight away, stinging the palms of Federici with a low drive from the edge of the box.
The Lions halved the deficit in the 39th minute when Malone controlled Dunne's inch-perfect diagonal pass, fed the ball inside to Fuller and the striker finished hard and low into the bottom corner.
The summer signing almost grabbed the equaliser moments later when he spun on a pass 20 yards out and unleashed a rocket which Federici palmed over at full stretch.
The half-time interval didn't halt Millwall's momentum and they hauled themselves back on level terms within ten minutes of the restart.
Woolford swung over a right-wing free kick and after Federici made a rare error, jumping under the ball instead of catching it, Beevers nodded into an empty net at the far post.
Roared on by the travelling fans, the Lions continued to create chances, passing the ball with pace and purpose in-between Reading's midfield and defensive lines.
McDonald blasted over from 25 yards and Malone's delicious cross narrowly evaded Fuller in the box as the home crowd grew increasingly restless.
Reading's players were on edge and McDonald nearly capitalised when he charged down an under-hit back pass, only for Federici's clearance to cannon off the Australian and go behind for a goal kick.
On the next attack, substitute Ed Upson caught hold of a sweetly-struck half-volley which the goalkeeper did well to hold onto at the first attempt.
But then came the dagger through the heart.
Beevers did well to cut-out a cross to Murray but from the resulting corner, a flick-on at the near post flashed across the face of goal and was turned in by Cox, lurking inside the six-yard box.
Woolford's searing drive flashed inches wide of the post in the final minute of normal time but Millwall were unable to dig themselves out of a hole again.