"I'm the manager of Barnsley and no football club has been in touch with the club or me in respect of Danny Haynes," he said.
"If managers want to do business on Danny Haynes then they should have the integrity to phone me as a manager.
"If they're going to do it through the back door then those people aren't the type of managers I expect them to be.
"The speculation was partly responsible for him being on the bench but performances also - they go hand-in-hand but the speculation probably got to him and unnerved him a little.
"When he came on as a substitute today I thought he was outstanding and if he performs like that then we'll play him more often than not."
Millwall manager Kenny Jackett was frustrated at his side’s lack of firepower.
"As the home side we should have been better going forward - it's frustrating," he said.
"The back four weren't in any danger but we feel we can do better going forward as a team.
"Have we got enough options up front and coming off the bench? At the moment, no. Like a lot of clubs we'll be waiting for the phone to ring next week.
"We're looking to improve but we're certainly not looking to sell players and go backwards.
"It'd be silly to say people are not for sale - every player has his price - but I'm not under pressure to sell. We've worked hard to be where we are in the Championship."