The contest represents the home side's second game of pre-season, while the Lions will take to the field for the first time since returning from the summer break.
Match preview
Patrick Vieira oversaw an encouraging campaign in his first season in charge at Selhurst Park, guiding his side to the safety of 12th position.
After ensuring Palace will participate in the Premier League for a tenth consecutive season, Vieira has turned his attention to the upcoming campaign, making a couple of additions to his side.
Malcolm Ebiowei became their first signing of the summer after joining the club on a free transfer from Derby County, while goalkeeper Sam Johnstone has also arrived at Selhurst Park following the expiry of his West Bromwich Albion contract.
Neither of the new signings featured in Crystal Palace's first pre-season friendly, which saw the Eagles play out a 1-1 draw against Accrington Stanley, with Matt Lowe equalising after Jean-Philippe Mateta had given the Premier League side the lead.
The weekend meeting against Millwall may be seen as a warm-up before Palace head on a pre-season tour to Singapore and Australia where they will face Liverpool, Manchester United and Leeds United.
Meanwhile, Millwall are looking forward to returning to action, with Saturday's game representing their first friendly of pre-season.
The Lions will face their London rivals at the weekend before facing Dartford, Colchester United and Ipswich Town in preparation for the upcoming Championship campaign.
Gary Rowett is preparing for his third full season in charge of the Lions, and the Millwall boss has experienced a busy summer, with a number of players leaving, while several new faces have arrived at the New Den.
The most notable departure was Jed Wallace, who scored 42 goals in 259 appearances for the Championship side before joining West Brom on a free transfer this summer.
While Wallace has left the club, Benik Afobe has returned on a permanent after scoring 12 league goals in a successful loan spell last term, and Afobe has been joined by Zian Flemming, George Honeyman and Charlie Cresswell, who have all been arrived this summer and could get some minutes under their belt on Saturday.
Crystal Palace Club Friendlies 1 form:
Team News
Vieira named two different lineups for each half against Accrington Stanley, and the Palace boss could adopt a similar strategy last Saturday, with the view to give the majority of his squad playing time before departing for their pre-season tour.
The former Nice head coach is also expected to utilise the 4-3-3 formation that he used against their League One opponents last weekend.
Odsonne Edouard could lead the line for the hosts in the first half, while Christian Beneteke may feature in the second period.
As for Millwall, they will also use the game to give the majority of their squad some minutes, which could see the visitors also utilise two different lineups for each half.
Rowett favoured a back three last term, and is expected to use the same formation for Saturday's friendly, with Jake Cooper, Murray Wallace and Cresswell set to start in the backline.
After returning to the club this summer, Afobe is set to get the nod upfront, with the forward looking to hit the ground running ahead of the new season.
Crystal Palace possible starting lineup:
Guaita, Clyne, Tomkins, Watson, Mitchell; McArthur, Hughes, Eze; Rak-Sakyi, Mateta, Edouard
Millwall possible starting lineup:
Bialkowski; Cresswell, Wallace, Cooper; McNamara, Saville, Mitchell, Malone; Honeyman, Bennett; Afobe