When it was confirmed on October 23 that Holloway had left his post as Palace manager by mutual consent, he spoke about the squad, which underwent considerable change over the summer, having "lost the spirit" of the group he had guided to the Barclays Premier League via the Championship play-offs in May.
Millen, on taking temporary charge, echoed those sentiments, admitting there was a need to get the players united.
And while the games that have followed - a home clash with Arsenal and Saturday's encounter with West Brom at The Hawthorns - have each ended in 2-0 defeats, the 47-year-old believes in both cases there have been encouraging signs on that front.
Millen, who made six changes for the Arsenal match and then kept the same first XI for the Albion contest, said: "In the last two games, I don't think you can accuse the players of not being together or not working hard.
"So as far as the team spirit is concerned, I have no complaints there.
"Of course we are on a bad run, and there is a lack of belief. But this is where they have to stay strong. They have to stay strong and dig themselves out of it."
The loss to West Brom was rock-bottom Palace's seventh in a row and the ninth they have suffered in their opening 10 Premier League games this term.
Substitute Saido Berahino swept home the first goal in the 44th minute from Stephane Sessegnon's cut-back and Gareth McAuley headed in Chris Brunt's corner with seven minutes of normal time remaining.
Palace created several notable opportunities to no avail, such as when Adlene Guedioura saw an early shot saved by Boaz Myhill, and when Mile Jedinak passed up a chance to equalise in the second half, the skipper only able to head wide from a good position.
Reflecting on the performance, Millen said: "We did a lot of good things in the game and probably the only time we allowed them to counter-attack us in the first half, they punished us.
"Going in at half-time 1-0 down was disappointing, but the reaction of the players in the second half showed they grew in belief.
"We created enough chances to be back in the game and you could see West Brom were happy to be 1-0 up.
"We should have probably been at least at 1-1 - we had enough chances, and certainly the one that stands out is Mile's header, which he attacked well but unfortunately put wide.
"Going 2-0 down was hard, but fair play to our lads. They kept going and then created some more chances.
"But we have got to learn very quickly if we are going to start picking points up. We have to be a lot more ruthless."
Berahino, scorer this term of six goals in all competitions for West Brom as well as four for England Under-21s, came on just after the half-hour mark for injured full-back Billy Jones.
There has been plenty of focus on the 20-year-old forward's attacking prowess, but Albion head coach Steve Clarke - who is not welcoming suggestions Berahino could break into the full England squad in time for next summer's World Cup - was keen to praise the Burundi-born player's defensive work as well.
Clarke said: "Saido came in and did fantastically.
"We took him out last week (he dropped to the bench for the 4-1 loss at Liverpool), but I knew when I put Saido on the pitch that he would be good.
"I was disappointed to lose Billy so early in the game with a hamstring injury. The choice then was whether or not to put on another defender and I felt it was a little bit too early in the game to do that, so I made sure Morgan Amalfitano was comfortable going to right-back, which he was, and Saido came in.
"A lot will be written about his goal, but remember as well that he did a fantastic defensive job in front of an attacking midfield player playing at right-back (Amalfitano).
"I thought the two of them on that side, defensively, deserve a lot of credit for the way they played."