The bid was made a few days ago but was rejected by the lions.
"The bid has been rejected and I have informed Paul of the approach," said Millwall chairman-elect Jeff Burnige.
The attention has turned to Cardiff, who are looking to offload players as they struggled to pay their wage bill this month. Paul Parry and striker Alan Lee have been the strongest links but nothing has happed quite yet.
Pulis confirmed: "I have spoken to Lennie Lawrence about the situation down there and asked about the availability of certain players.
"They clearly have their problems at the moment and other clubs are bound to be alerted to what is going on down there."
Clearly keen to spend more money on City's team that has found itself 3 points from the playoffs after a recent string of results.