The Lions reached the same stage in the 2015-16 campaign but fell at the final hurdle, losing 3-1 to Barnsley. However, this time around Neil Harris' side won't want to miss out on promotion to the Championship again.
But Millwall come up against a consistent Bradford City squad, who were also involved in the play-offs last year but were knocked out in the semi-finals by this weekend's opponents, and they will hope to ambush the Lions' ambitions to seal a return to the second-tier for the first time since 2004.
Stuart McCall's Bantams only have only one major injury concern ahead of the final; Alex Jones missed both legs of the run-up due to a hamstring injury.
However, the boss is optimistic that the 22 year-old will be ready for the encounter against Millwall. Bradford have no other absentees.
For the south-east London outfit, there are no fears regarding team news. Lee Gregory and Steve Morison are both expected to be in the starting line-up, leading the attack
Players to watch
Bradford City's star man has been striker Charlie Wyke. The ex-Carlisle United attacker arrived at Valley Parade in January and has hit the net on seven occasions since, becoming the main goal threat within the club's ranks.
Whereas for Millwall, it is the case of taking a pick of a number of players. Gregory and Morison have both shown the dangers they can cause up front but it is the former who is ahead in the goal scoring tally, bagging 18 in all competitions this season, with Morison two behind on 16.
Road to Wembley
Unlike the League Two play-off semi-finals where 22 goals were scored in four matches, the division above was apathetic.
Bradford beat Fleetwood over two legs, albeit narrowly. They took advantage in the home outing with a 1-0 advantage and the reverse fixture ended goalless, meaning the Bantams were victors, just, on aggregate.
Millwall faced Scunthorpe United, a team who were sitting in automatic promotion places for much of the campaign.
The game at The Den was a bore draw without any goals, but the Lions did come away with a 3-2 triumph from the second-leg at Glanford Park.
These two sides met in the play-off semi-finals last season and Millwall came on top, but the overall head-to-head record is fairly one-sided.
The Lions have 18 wins compared to Bradford's 10. In the 2016/17 campaign the points were shared in both meetings.
The initial encounter in the capital finished one-apiece with Byron Webster's own goal putting the visitors ahead prior to Joe Martin getting an equaliser.
Then in the reserve fixture it was Millwall who got the lead following the interval via Lee Gregory before James Meredith earned a leveller for the hosts back in January.