Davies, who began his career at Boro, only rejoined the club on loan from Stoke City yesterday morning.
However, the Stockton-born defender is thrust straight into the action as part of a new-look back five at The Den.
Davies will play alongside Seb Hines and Jonathan Grounds, with Tony McMahon and Joe Bennett filling the full-back berths.
Barry Robson and Marvin Emnes both drop out of the side that lost to Swansea last weekend, with the former injured and the latter given compassionate leave.
Scott McDonald partners Leroy Lita in attack, with Kris Boyd remaining on the bench.
MILLWALL (4-4-2): Forde; Dunne, P Robinson, Purse, Barron; Henry, Trotter, Abdou, Hackett; Morison, Harris.
Subs: Mildenhall (gk), Eastmond, Bouazza, Craig, Ward, Lisbie, T Robinson.
MIDDLESBROUGH (5-3-2): Steele; McMahon, Hines, Davies, Grounds, Bennett; Bailey, Arca, Taylor; Lita, McDonald.
Subs: Ripley (gk), Park, Smallwood, Halliday, Boyd, Zemmama, Haas.
Source: Northern Echo
Source: Northern Echo