City were beaten 2-0 by the League One side at the second round stage and were booed off the pitch at the end of the match at Ashton Gate on Wednesday night.
"It's probably the longest inquest we've had after a game," Millen, who was standing in for manager Gary Johnson at the post match press conference, told the club's official website after the match.
"We've had some bad performances but probably tonight was the most disappointing in respect of the effort and commitment to try and win a football match.
"It's difficult to come out and explain that sort of performance. We've spoken to individuals and the players have to take responsibility for that.
"I hope the players feel they've let the fans down. The manager has taken them back out on to the pitch now and do some more work with them.
"Maybe sometimes they get things too easy and they have to earn their living, their money and contracts. Unfortunately tonight they didn't do that."