The Hatters can go into the game buoyed by their performance at Ewood Park, as James Collins and Matty Pearson were on target to secure all three points.
However, Jones has demanded they put that victory out of their minds, and quickly, as he said: “The win guarantees you nothing for Wednesday night, absolutely nothing as you start again, that’s the modern game.
“We’ve got a different style to plan for in Millwall, it will be a totally different environment, it’s at home, it’s a night game, so we have to be ready for whatever comes our way.
“That’s the most important quality in football now, to be adaptable and be flexible, so just look forward.
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“You get the winning feeling, then you clear it, we’ve moved on to Millwall already, so that is the definition of the Championship, we just need to be ready.
"There’s nothing more important than the next game, you’re only as good as your next game, not your last game, so it's full focus on Millwall."
Tonight’s opponents have the seventh longest serving manager in the Football League at the helm in Neil Harris, who has been in charge for a little over four and a half years now.
He has masterminded them to 10 points from their opening nine games, level pegging with the Hatters in the Championship standings, but once place below due to a slightly inferior goal difference.
Jones continued: “Neil Harris is a very, very experienced man.
"They were down there all of last season and he remained level-headed, remained focussed, they remained competitive.
"I think they finished fourth bottom, but they’ve had a better start than last season, they’re in a better position than last season and got a really creditable draw at Huddersfield (on Saturday).
" Millwall are no mugs, it will be another big test for us.
“We faced them for West Brom (when Jones was assistant) a few times, and I’ve got total respect for what he’s done at the club as he’s done a really, really good job.”
On the main threats to look out for in the Lions’ ranks, Jones added: “Matt Smith’s a regular Championship player, we played against him at QPR last year, so I know of him.
"He scored at the weekend, it was maybe an error by the goalkeeper, but he was Johnny on the spot.
"They’ve got quality Millwall, Jed Wallace is a good player, they’ve got some real decent players.
"They’ve added to the variety of their game from last season, there’s that mixture that can challenge you, so we need to be ready.
"I’m fully aware of what Millwall’s threats are, it’s like any game, you try and stop the threats and for you to be positive with your strengths."