Dublin, who enjoyed a successful loan spell at The Den during the 2001/02 season, believes the team has both the passion and purpose to stun their Premiership rivals.
The former Manchester United striker told the BBC that people are writing off The Lions to easily.
"It won't be as straightforward as people think. With Dennis Wise's leadership and some unbelievable talent, they are not just going there hoping for the best. They will have a real go."
"The most obvious prediction is that Manchester United are going to win. They have got an unbelievable set of players and have so many individually-talented players. "
"But Millwall have most definitely got a chance."