• Southampton replay chosen by Sky
- 27th Jan 2003
• Home tie awaits replay winners
- 27th Jan 2003
• Southampton 1 Millwall 1
- 25th Jan 2003
• Grimsby 0 Millwall 2
- 18th Jan 2003
• Millwall 3 Cambridge United 2
- 14th Jan 2003
• Millwall 4 Watford 0
- 11th Jan 2003
• Saints away for replay winners
- 06th Jan 2003
• McGhee's relief
- 05th Jan 2003
• Cambridge United 1 Millwall 1
- 04th Jan 2003
• Ipswich 4 Millwall 1
- 01st Jan 2003