And both of those have come in two of the last three visits inside the past 20 years.
But on home turf it has been a different story and one memorable victory saw the Whites put four past the South Londoners in October 1993.
Wanderers boss Bruce Rioch, who had left The Den to take up the managerial reins at Wanderers a year earlier, masterminded the triumph but it was his leading front man, John McGinlay, who made the headlines.
McGinlay, who had been snared from Millwall by Rioch soon after his move to the North West, scored two on the day to rub salt in the Lions’ wounds.
The convincing win was wrapped up by Jason McAteer and David Lee in front of more than 9,000 inside Burnden Park.
It was a result that came just four days after another McGinlay double in a 5-0 home Anglo-Italian Cup triumph against Ancona.
It would be Wanderers’ only Division One victory in October as they lost the other five that month.