"The Birmingham game was extremely tough as we were one game away from the Premier League. That was probably tougher to take but, even then, within a few days I decided it had gone."
Harris has also backed Millwall's youngsters not to wilt in the pressure-cooker atmosphere which is sure to greet them in west Yorkshire.
Leeds are expecting a capacity 37,000 crowd although there will only be 1,000 Millwall fans after restrictions were enforced by the local police.
"These games are fantastic experiences," Harris added. "Sometimes young players surprise you and they don't feel nerves.
"What we have got at Millwall is a togetherness as a team.
"We stick together and talk a lot and there's a great dressing room spirit — one I haven't seen here for a long while."
Despite focusing on the play-offs, Millwall are already planning for next season with manager Kenny Jackett aiming to bid £80,000 for Stevenage Borough striker Steve Morison.
The 25-year-old, who has also attracted interest from Charlton, signed off with the non-League side in dream fashion last Saturday, scoring at Wembley in the 2-0 FA Trophy Final victory over York.
