Millwall boss Kenny Jackett conceded Premiership opponents Birmingham showed them how to score as the Lions went down 4-1 at the Den.
The Championship outfit found themselves three down by the break despite looking the better side and it did not improve in the second period as Steve Morrison missed a penalty.
The manager said: "I'm disappointed with the result.
"I wanted to try and cause an upset today but I look back now and Birmingham were clinical. That made the difference.
"It was a 4-1 game if you put your chances away.
"Finishing is a big part of the game and obviously shouldn't be underestimated but Birmingham were clinical today.
"We started well, had a number of chances and put the pressure on them and we perhaps needed the first goal.
"But even then along the way we needed to score to build up momentum to bring the crowd into play.
"We couldn't do that even at the start of the second half where we did have a good spell with a number of chances and a penalty."
Jackett added: "I do see it as a positive if a team creates chances, it means there is spirit in the side and it means you are two thirds of the way home.
"Obviously then you have to convert them but it is a positive if you can create a lot of chances in the game."