Despite enjoying a greater share of possession, the Lions carved out few clear chances.
And Jackett admits his side's failure in front of goal is worrying, but is pleased to still be in the FA Cup.
"I'm not displeased with the result, because it was a potential cup upset," he said.
"We live to fight another day, so I'm not displeased with the outcome.
"We struggled in Dagenham's half. We had lots of the ball and for long periods we had control of the game, but we didn't do enough with it.
"We put several very good crosses in, but didn't get on the end of them and generally we looked like we lacked a bit of confidence, imagination and some finishing.
"We battled hard and were in control of the game, but when we got up and around their box we didn't go past people or take them out the game. It's been a bit of a feature of our games this season.
"There were a lot of committed performances and we stuck in there. Going forwards, confidence, imagination and the ability to finish were the things lacking today."
In a game of few chances, Harry Kane's low strike was well held by Daggers keeper Chris Lewington and Liam Feeney blasted wide from a tight angle.
Daggers looked most threatening from set-pieces, but Dominic Green and Brian Woodall missed good opportunities from the edge of the box.
Millwall began to pose the greater threat midway through the second half, but Kane and Liam Trotter missed with close-range headers.
Daggers manager John Still was impressed with the work-rate of his young side.
"When I picked the team and looked at the age of it, we were so low on experience, but I thought the lads were terrific," said Still.
"It was a good performance. It was a draw so we go again, but for some of the young ones it will be the right sort of experience for them.
"They'll get a lot out of that and maybe even rise to the occasion there as well, because for us, as a small club, against a Championship side we more than held our own.
"I thought our back four were outstanding. Both full-backs blocked the majority of crosses and the two centre-halves were good.
"We wanted to attack, we weren't going to keep 11 behind the ball.
"I was hoping there was going to be a goal in it, there wasn't, but we've got another game and everyone at the club will be happy with that."