Palace ended a run of seven Premier League defeats in a row with the goalless stalemate at Selhurst Park, a result that signalled Millen's first point since taking over on a temporary basis from Ian Holloway 18 days ago.
Everton dominated large parts of the game and had opportunities to win the game, but Palace showed more resilience than in recent weeks and put the visitors' goal under pressure.
Kagisho Dikgacoi and Jerome Thomas both wasted decent chances for Palace, but Millen was pleased to avoid defeat for only the second time this season.
"It's nice to come in here (to the post-match press conference) with a smile on my face," he said. "I'm proud of the players. Everton had a lot of possession but we created the better chances.
"If I'm being greedy we should have taken all three points but a draw gives us something to build on.
"The fans were fantastic and you could see the spirit of the players. I couldn't ask any more of the players apart from finishing the chances we had.
"I would be more concerned if we weren't creating chances. Tactically we have been in a lot of games this year but key moments have cost us."
