Millen is hoping to add to his squad before Monday's 11pm deadline and had been linked with a loan swoop for the Czech, who was recently on loan at Championship rivals Leicester.
"Roman Bednar will not be joining us before the transfer window closes," Millen told the club's official website.
"He's a player we're aware of but he's West Brom's player and still in contract with them until the summer.
"He's somebody we'll keep an eye on but he won't be with us before the window shuts.
"We have lost out on one player but we continue with our targets until the deadline at 11pm."
Source: PA
Source: PA