Lions manager Lee has revealed that he hopes to build a strong relationship with Fulham for the future.
Speaking at a fans forum, Lee made it clear he's looking to plunder Premiership clubs.
Lenny Pidgeley arrived recently at the Den on a 7-day emergency loan deal from Chelsea, while Phil Ifil of Spurs and Zak Whitbread of Liverpool have also been added to the struggling team.
Fulham may also want to loan a player out to Millwall, especially bearing in mind the Lions now have extra spending power since the arrival of new chairman Peter De Savary - who is promising a spending spree.