Joselu and Ayoze Perez scored in extra time as Newcastle advanced to the FA Cup fourth round with a 4-2 third-round replay win over Blackburn at Ewood Park.
Rafael Benitez has vigorously defended his policy of not risking Newcastle's Premier League status by chasing FA Cup glory.
Neil Harris criticised his Millwall side for switching off after Blackburn grabbed two late goals in a 2-0 victory at The Den.
Chelsea midfielder Kasey Palmer has joined Bristol City for the rest of the season after his loan spell at Blackburn was cut short.
Matt Ritchie has warned Newcastle they have to be better as they prepare to return to Premier League action after he rescued their fledgling FA Cup adventure.