"I don't want to go out on loan," Dobbie told the South Wales Evening Post. "I have worked all my career to get to the Premier League, so now that I am here I am not going to give it up without a fight.
"I hadn't heard anything about Millwall being interested and I don't know anything about it.
"But it's nothing for me anyway. I am just working hard in training and doing my best in the reserve games to try to get back into the team."