NEIL Harris said Millwall should have been "out of sight" against Oxford United in the second round of the EFL Cup on Tuesday night before they conceded two late goals and lost 4-2 on penalties.
A Jon Dadi Bodvarsson brace put the Lions in control but Mark Sykes scored with three minutes left and then ex-Millwall winger James Henry fired home from the spot in the 94th minute following a foul by Aiden O'Brien.
Jason McCarthy and Shaun Williams were the only Millwall players to score in the shootout, with Bodvarsson and Shane Ferguson missing their spot-kicks.
Oxford were successful with their four efforts.
"I'm gutted we lost the game because the performance deserved a victory, and a clear-cut victory as well, it could have been four, six, eight," Harris said.
"We've missed chance after chance, it was a dominant display from us. Steeley [Luke Steele] has saved a couple of free-kicks but other than that we've not been tested. We should have been out of sight but we haven't killed the game.
"It's a deflected goal and a soft penalty that has cost us. I'm not really interested in the penalty shoot-out, that game's decided on the disappointing goals at the end.
"I'd say to my players outstanding performance, goals scored, chances created. There was some real good play, some good mix of play as well and some really strong performances. Billy Mitchell, Jon Dadi Bodvarsson and Jayson Molumby in particular, the three of them were outstanding.
"But that's not a winning mentality, a winning mentality has to see that game out."
Image: Millwall FC