Miller seemed to be brought down by Millwall's Peter Sweeney as he ran into the box, however the officials decided against awarding a penalty kick to the visitors.
Speaking to the Official Club Website, the former Hartlepool midfielder said: "It was definitely a penalty. The lad clipped me. I had no reason to go down because I was through for a shot at goal. He caught me on the ankle and I know there was contact.
"It was more a decision for the linesman than the referee. He was right in line with me and was in a great position to see the incident and I expected to see the flag go up but it didn't go our way."
Speaking of the match in general, Miller felt that Town were hard done by in a 3-1 defeat: "We were all over them in the first-half without really creating too many chances.
"They scored with their only shot just before half-time and that changed the game but we have to put the defeat behind us now and concentrate on picking up three points on Tuesday against Stoke."