One of the players, a senior pro, was named on the site while the other was not disclosed. The posting also went on to state that both players will be sacked by Millwall Football Club on Wednesday.
Millwall have been quick to quash the rumours and Chief Executive Ken Brown has made a statement on the club's official website.
"We are aware of these rumours and I can categorically state that no Millwall player or players have failed any such drugs test. I have no idea where these unsubstantiated claims have come from."
However, with Sky News now running the story the club may feel the need to make a follow-up statement.
More to follow.