Fitzgerald, who was appointed Brentford's full-time manager last week following a spell as caretaker boss, now has a massive job on his hands.
The Bees are rock bottom of League One and haven't won a single game since September 2 - a miserable run that was extended by lowly rivals Millwall.
Things are so bad at Griffin Park that they conceded a goal after only 27 seconds against the Lions, who wrapped up victory with two strikes from Poul Hubertz, one from Paul Robinson and a penalty from Darren Byfield.
Brentford's solitary response was a penalty from captain Kevin O'Connor but that was scant consolation as Milllwall thundered to a convincing victory.
The way the game started for the Bees summed up their whole season.
As the ball bounced high outside the Bees box, defender Adam Griffiths and keeper Clark Masters got into a right mess and Griffiths' weak header fell for Millwall striker Hubertz to turn home.
Brentford at least fought their way back into the game after that with O'Connor seeing an effort from a Simon Cox corner just clear the crossbar.
But there was worse to come after the break as big striker Hubertz headed home a Danny Senda cross for 2-0 after 57 minutes and then crossed for Robinson to make it 3-0 after 62 minutes.
Poor Brentford just couldn't believe they were on the back of another home hiding and rued some terrible misses including an O'Connor volley over the bar when clean through and two efforts from Charlie Ide that flashed wide.
They were given hope when Ide's persistence eventually won him a penalty and O'Connor thumped it home.
But just when it seemed the Bees might provide a grandstand finish, a terrible pass from John Mouinsho allowed Chris Hackett to race away.
Ide had little choice but to try a last-gasp tackle and when he mis-timed it he not only gave away a penalty but was also sent off with eight minutes to go.
That summed up Brentford's afternoon and sent Millwall fans home delighted.