Wilkins insists it is up to the players to "buck up and take the responsibility" of arresting the stuttering play-off bid.
Millwall started brightly last night when Danny Dichio headed the first goal in the 16th minute. But Watford hit back after the break with goals from Bruce Dyer and Lee Cook.
Watford manager Ray Lewington said: "We are probably safe now but you can't take anything for granted. We have 54 points and finished on 60 last year. We've still got three games and we can beat that."