Matthew Briggs went from hero to villain on his debut as his first-half goal was enough to send the Lions through, but was later sent-off for a second bookable offence for a high tackle, the first was for taking his shirt off during his goal celebration.
League Two Wycombe Wanderers were tough opposition and Holloway hailed it as the “best ever” he has faced from a team in the third tier of the football league pyramid.
“They didn't give us an inch,” Holloway exhumed. “They were like men possessed.”
“I didn't expect it to be as frantic as that and they had great fitness level their boys, I think they played the same team as Saturday.
“It all made for a very exciting evening, sometimes this cup is not quite what it seems to be when the Premier League teams come in and play their kids.
“They don't get told off, so I tried to respect it and put out a good side and played the three lads who finished Saturday.
“I played Dunne and Forde and I wanted to win and, it was nice to see them out there.”
Matthew Briggs scored the winner after 28 minutes and was booked for taking his shirt off during his celebration and was later shown the red card for a second bookable offence for a high tackle on Wycombe’s Sidon Jombati.
And boss Holloway revealed he will be reprimanding the former Fulham defender, who will now miss the Saturday’s trip to Craven Cottage to face his former side.
Holloway said: “I’m going to have to disciple Briggs, it was pure emotion for the time that he's had and he's gone and scored a goal and you've just got to keep your shirt on.
“If you know what the rules are, as a manager, I'm fuming with that.
“He should have shoved his face in the dirt or do something that you're not going to get booked for, which is totally unprofessional.
“He's upset but it's an emotional game so lets hope he learns. Hopefully by the time he's finished working with me he's scored so many he won’t bother celebrating, he will just turn and jog back.”
Youngsters Jack Powell and Fred Onyedinma came on in the second half for Millwall, with the former making his competitive debut. Both player’s performances pleased boss Holloway, along with the performance of midfielder, Josh Wright.
“I'm really proud with the young ones,” Holloway revealed.
“There were some unlucky things with Gregory and he's just missed them. He’s almost getting there at the minute.
“I love his attitude and with Fred coming on and Powell making his debut. It all bodes well for us.
“Wrighty he gave a pass wrong because we didn't get back to him, he got it next time flicked it past someone and passed it right, when I first saw him last year he wouldn't have done that.
“The crowd would have got on him a little but he still wanted it, it’s great to see the enthusiasm.
Holloway added: “I think my leaders are leading, I think they they've learned about themselves and what I want and how they are able to lead others.
“I would have hated it to have gone to extra time as it would have been far too much for us, I’m delighted.
“They sent the goalie up and I thought Fordey made an outstanding save down to his right hand side, so there are a lot of plus points for me - a couple of negatives, but a lot of positives.
“As a test thats as tough a test as I've had from any second division team - ever. So well done to Gareth.
“I’m really, really pleased with tonight, I have to say.”