The hosts came from behind in the final 10 minutes thanks to a pair of Shane Ferguson stunners after Jon Toral’s opener.
On 82 minutes, the Northern Ireland international took a short corner, got the ball back and curled a sumptuous finish into the top corner before floating a glorious free-kick past Hull stopper George Long three minutes later. It was harsh on the Hull keeper who, for 80 minutes, had been superb to keep out the home side, but was no match for Ferguson’s magic.
“We knew it was going to be difficult coming here,” said Hull boss Adkins. “We knew the threat was going to be set-pieces but we didn’t expect to get done by a short one.
“Ferguson has scored two excellent finishes. It’s a shame - the short corner and then an excellent free-kick - and it’s frustrating because we made some changes.
“It was good to see some of the younger players making their debuts, it’s good experience for them.
“Robbie McKenzie, playing centre-half, it was a right battle for him. The direct nature of those long balls into [Tom] Elliott is a different type of game than he’s been used to.
“I’m pleased that will help his development and David Milinkovic playing 90 minutes of football is important for him.
“We could’ve won the game - we put ourselves in a position to go and win it, unfortunately two really good finishes have given Millwall the victory.”
In a game of few clear-cut chances, a much-changed Hull side had taken the lead shortly after half-time, when Toral combined well with Nouha Dicko and finished tidily.
For long periods this was not a game that looked like producing such drama or quality. Hull made eight changes, clearly prioritising the league where they have been in superb form recently, while Millwall looked sluggish.
With time running out Ferguson produced a contender for goal of the season with his clever short corner routine and then, with a replay looming, delivered from a free-kick to earn the Lions a spot in the fourth round.
“They were class goals,” said Millwall boss Neil Harris.
Millwall: Archer, Romeo, Pearce, Cooper, M Wallace (Williams 63), J Wallace, Tunnicliffe (Morison 63), Leonard, Skalak (Ferguson 64), Elliott, O’Brien. Unused substitutes: Meredith, Martin, Brown, White.
Hull: Long, Kane, Mazuch, McKenzie, Lichaj, Batty, Stewart, Milinkovic, Toral (Sheaf 75), Dicko (Lewis-Potter 81), Martin. Unused substitutes: Marshall, Burke, Evandro, Fleming, Ritson.
Referee: A Woolmer (Northamptonshire).