STUART McCall felt City were undone at Wembley by the most dangerous front pair in League One.
Steve Morison converted Millwall's late winner following a flick from attacking partner Lee Gregory to seal a 1-0 win in the play-off final.
McCall admitted: "The best striking partnership for the last two years at this level combined to score the goal. That is what did for us.
"We did ourselves justice despite not being able to get the result. Apart from the goal, Doyley (Colin Doyle) didn't have a save to make."
Opposite number Jordan Archer pulled off a fantastic block to keep out Billy Clarke's shot in the first half.
McCall said: "It was a superb save from Clarkey – a big claw of a hand and even then it still went inches wide. One piece of brilliance kept them in it.
"The game panned out like I thought it would. We had 60 per cent possession and it could have gone either way.
"There is nothing I can look back on, either collectively or individually, and think 'I didn't get everything from my team'."
Comments: Our rules
We want our comments to be a lively and valuable part of our community - a place where readers can debate and engage with the most important local issues. The ability to comment on our stories is a privilege, not a right, however, and that privilege may be withdrawn if it is abused or misused.
Please report any comments that break our rules.
Read the rules here