Millwall goalkeeper Lukas Jensen saved all four QPR spot-kicks as the Lions won on penalties at Loftus Road to secure a place in the second round of the Carabao Cup.
The visitors prevailed 2-0 in the shootout after a late own goal by Mark Sykes cancelled out Luke Cundle's second-half opener in a 1-1 draw after 90 minutes.
Jensen superbly kept out efforts from Ilias Chair, Harvey Vale and Koki Saito before his save from Kwame Poku sealed the victory.
Camiel Neghli and Taïryk Arconte had their penalties saved by Pierce Charles, but Jake Cooper and Sykes scoring was enough to take the south London side through.
After a goalless first half, an error by keeper Charles gifted Millwall the lead in the 53rd minute.
Charles, making his competitive debut following a loan move from Manchester City, fumbled Neghli's left-wing cross and enabled Cundle to tap in from close range.
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The R's equalised when Jimmy Dunne's header from Chair's 86th-minute corner went in off the unfortunate Sykes.
That gave Charles a chance to redeem himself in the shootout and he produced two impressive stops, but his team-mates could not find a way past an inspired Jensen.
Millwall boss Alex Neil felt Jensen deserved his moment of glory after returning from a 15-month injury lay-off.
"To save four penalties is really, really rare," Neil said. "And to put in the context behind that, Lukas has been missing for 15 months -- he had a bad injury and then came back and had a setback.
"I think he would have been dreaming about that moment for 15 months -- making four penalty saves and being the reason we're through to the next round."
QPR boss Julien Stephan backed Charles despite the mistake which led to Millwall's goal.
"Pierce did an outstanding performance -- how he reacted mentally after [the mistake] was perfect," Stephan said. "His distribution was fantastic and made a huge impact. We don't forget that he's only 21."