Wise said: "It's fantastic that we are in this competition and we're looking forward to it.
"We want to get into the group stage financially and for us as players because it will give the lads a good boost and be a different experience.
"It will be nice to go to different countries, play there and get results in different places. That's why we want someone who's not very good in the first round so it's not too difficult really and hopefully that's what we'll get."
Ferencvaros have a fine European pedigree.
They won the UEFA Cup in 1965 and were runners-up to Leeds in 1968.
More recently, they beat Newcastle in their home UEFA Cup tie in 1996 before going out on aggregate.
Millwall qualified through finishing runners-up in last season's FA Cup and did not have to take part in preliminary rounds of the competition.
But player-manager Wise is determined not to allow his Millwall players to get distracted from their promotion campaign.
They have won their last two games and play Reading at The Den tomorrow with no new injury worries, but Kevin Muscat (knee) and Paul Ifill (Achilles) are still out.
Newcastle, who reached the semi-finals of the UEFA Cup last year, were drawn against Hapoel Bnei Sakhnin FC, who play in the Israeli league.
Middlesbrough were paired against Czech champions Banik Ostrava.
They will have home advantage in the first leg in their first ever European tie. And Rangers will take on Portugal's Maritimo, with the first leg taking place at Ibrox. Hearts will have home advantage in the first leg of their clash against Portuguese outfit Braga.