Third-round ties are due to be played across two consecutive midweeks, weeks commencing Monday 15th and 22nd September.
Both the exact date and kick-off time will be finalised in due course.
The Eagles' participation in UEFA competition this season means we were awarded a bye to the third-round of the competition.
Millwall, meanwhile, reached the third round after defeating Coventry City at the Den on Tuesday evening, having previously overcome Newport County away in the first round.
The two teams last met in SE25 just under six months ago, when Palace defeated Millwall 3-1 in the fifth-round of the FA Cup, en route to winning the trophy.
If our third-round tie is level after 90 minutes, it will go straight to penalties to decide who advances; extra-time is only used in the Carab