Robert Koren, who left West Brom earlier in the summer, went straight into the squad after signing a two-year deal with the Tigers yesterday. He was named on the bench.
But there was no place for Craig Fagan after recovering from a groin strain, while Caleb Folan (thigh) is also out. Jimmy Bullard is again not considered as the club try to move the record signing out of the KC Stadium.
Steve Morison hit his first goals of the season as Millwall ran riot on the pitch.
The former Stevenage striker, a reported target for Hull boss Nigel Pearson, opened his account early in the first half and Kevin Lisbie doubled the lead before the break.
Seven minutes into the second half Morison capitalised on some more poor defending and Liam Trotter added a fourth as the Tigers' travel sickness showed no sign of clearing up.
They have now gone 17 months and 25 matches since their last league win on the road, against Fulham back in March 2009.
Pearson said: "I think I've got to just take that on the chin. There were some things today that were very frustrating but I'm not going to take anything away from Millwall. I thought they were excellent.
"At any level you need to deal with the threat of the opposition and we were found wanting defensively. I've seen all the goals and there's certain passages of play I'm very disappointed with but its something we'll put right.
"To give yourself a chance of getting anything out of any game then you need to do the basics right and we didn't. I'm a realist and I know there's a lot of work to be done here.
"If there's a hangover from last season then we need to get over that quickly and put it behind us. But the fashion of the defeat was the most disappointing thing for us."
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