
City haven't won in their last five games and were held to a 2-2 draw at Leicester City on Tuesday night, while Wrexham were winning a second game on the spin to jump ahead of the Tigers and into the final play-off spot.
Both teams have two games left, but City go first this weekend at The Valley, while Wrexham must wait until Sunday lunchtime when they face champions Coventry City at the CBS Arena.
Derby County's loss at Norwich City, who come to the MKM Stadium for the season finale next weekend, sees them four points further back ahead of their trip to QPR.
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"We know what we've got to do, we know we've got to go out there and put on our best performance and do everything we can to get three points," Millar told Hull Live.
"I guess it's more or less between us and Wrexham now, so we've just got to continue to put the pressure on. We obviously play before them; they play on Sunday, so we've got to go out there on Saturday and put out a good performance and put the pressure on them for Sunday.
"I think if we go out there and we win, and obviously they have to play on Sunday. They're playing Coventry. It's not going to be an easy game for them, and they're obviously going to be thinking we have to win the game. We've got to go out there on Saturday, make sure we do our job, make sure we win the game, so we can continue to put that pressure on them."
For the fourth game in their last five, City were in front before conceding and ultimately going on to drop vital points. As they've done so often, Jakirovic's side passed up good chances to double their lead and make life more comfortable, something Millar says everybody has to take responsibility for.
"We need to be a little bit more clinical, myself included," he continued. "I think I had a chance in the second half and also in the first half, where I probably could have done better on both.
"I need to be doing better in those situations, take those opportunities, but I think in general, sometimes that's just what happens and you have just got to ride out the wave really and just try and continue going to a positive mentality, trying to do the most that we can to make sure that in the next game it doesn't happen again and we try and be more clinical with our chances and take those opportunities."
Another improvement Millar wants to see is the response to setbacks. At Sheffield United, City conceded twice late on and at the King Power Stadium, it was two in two minutes, which left them with a mountain to climb.
"Our reaction after the goal needs to be a little bit better. I feel like we were a little bit flustered from what happened with the penalty. We've just got to try our best to make sure that it doesn't happen again and be a little bit more focused after they score, so we don't concede straight away," added the Canadian, before going on to explain what Jakirovic's message was in the dressing room at the King Power.
"Just keep going, I think just keep going. We can't change what's happened now, we can't be in regret of what's happened. We've just got to keep the focus. We've got a game on Saturday, 12:30, early kick-off, so we've gotta make sure that we go out there and do everything right to try and get three points."
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