Willie Donachie said: "They battered us in the first half and we were very poor but because Richard Shaw and Paul Robinson were steady and consistent we hung in there. If not for them we would have been 4-0 at half-time.
"I am very disappointed especially after Saturday's performance.
"I think the FA Cup can be like that, I played for Everton and we got battered against Bristol City but won 1-0 and there is an element within the cup which says whatever you do, form goes out the window.
"A good run is great for the confidence and the finances but so is the league."
He said: "The lads are saying we have another clean sheet and we got through but I am not happy with the performance.
"We had luck tonight and we have to get back to the good form of before.
"We missed Chris Hackett and his running power and that is just one player.
"It is about consistency and reliability and we have to get more at this club.
"I say it every week, we need consistency and reliability and that is what you get from the very best players like Rooney and Ronaldo."
He said: "The FA Cup will become a distraction if we go on a long run but we're only in the third round.
"The players were not up for the match for whatever reason.
"At half-time I told the players there were only two or three of them playing to their full potential.
"The rest were letting themselves, the fans and the club down.
"There was a slight improvement in the second half but it was not up to the standard we want at this club."
Bradford manager Colin Todd said: "Football is a cruel game.
"When you come here and put in a performance like that where we have created good opportunities, been the better team - there is no justice.
"We believe it was a foul on Nathan Doyle for the goal so we were punished for not taking our chances.
"Jermaine Johnson could have a goal of the season to his name and as a manager I could not have asked for more apart from a win."
He added: "Millwall have a way of playing we had to make sure we stamped our style on the game and how we play and we did that."
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