Originally formed in 1885 as Milwall Rovers, they made it to their first FA Cup semi-final in 1900 where they drew 0-0 with Southampton at Crystal Palace before losing the replay 3-0 at Reading’s old stadium Elm Park. Southampton went on to lose 4-0 to Bury in the final.
Their second appearance in a semi-final came just three years later when they were beaten 3-0 by Derby County at Villa Park. Derby fell victim to the same opponents as Southampton had three years previously by losing 6-0. These were the only two FA Cup successes Bury ever achieved.
The lions had to wait another 34 years before reaching the last four of the competition again. Over 62,000 turned up to see them take on Sunderland at Huddersfield’s Leeds Road on April 10th 1937.
Milwall knocked out two possible final opponents in this years competition on route to the 1937 semi-final. They beat Chelsea 3-0 in the fifth round and Manchester City 2-0 in the quarter-finals before losing 2-1 to the Black Cats in the last four.
Almost 70 years later, the Lions broke their semi-final duck by beating their conquers in 1937 Sunderland 1-0 at Old Trafford with Tim Cahill scoring the only goal of the game. Months later the Australian moved to Everton for £1.5 million.
On 22 May 2004, they travelled to the Millennium Stadium in Cardiff for their first ever FA Cup final against Manchester United who were going for their 11th success in the competition.
Cristiano Ronaldo opened the scoring minutes before half time and a second half double from Ruud van Nistelrooy gave United a comfortable 3-0 victory over Milwall.
Dubliner Alan Dunne was the only Milwall player in the squad that day who is still at the club, having been an unused substitute.
Despite having a poor record in the last four of the competition, the lions will fancy their chances in front of over 32,000 Milwall fans compared to the 18,000 Wigan will bring.
Milwall set the record for the most fans a domestic team brought to the new Wembley when they brought around 45,000 to the 2009 League One play-off final with Scunthorpe United.
Although they lost the final 3-2, they were successful in the play-off final a year later when they bet Swindon Town 1-0 to gain promotion to the Championship where they have remained since.