The Owls go into November's international break nine points adrift of Championship safety having lost four of their five matches under him without scoring a goal.
Perhaps had Musaba found the net when played in by Barry Bannan 29 minutes into Saturday's game, it could have followed the pattern of their previous home win, a 2-0 victory over Rotherham United.
Until then there had not been a shot on target by either side, but Murray Wallace quickly put Millwall in front at a corner, and the Owls caved from there.
"I think we started very well, there was a lot of energy in the group and we were on the front foot, playing forward, then we had a big chance and we missed this," said Rohl, who was without the injured Michael Smith but dropped Lee Gregory from the matchday squad.
"That was a little bit the turning point in the game. We immediately conceded the first goal.
"There was a bit less intensity in our game, our counter-pressing was not as sharp as we need. This is normal, it's a normal process if you are in this position.
"We had to try and get back in the game and we changed the shape and the players but we conceded a goal again. This is football.
"It's important we look forward and that we go forward. We have to train hard now like we have in the last few weeks.
"We're not dead, it's about going forward and training hard. We will do this.
"If you play at 100 per cent we can stay in the league. There's about 30 games to go.
"But we need 100 per cent. With less, it's not possible."
He admitted Musaba's miss should not have been as pivotal as it was.
"It's about scoring to earn something and if you don't it's hard but it's not just about this (Musaba) chance because we had 60 minutes to go, enough time to get back into the game," he said.
"It's about showing a reaction."
Bailey Cadamarteri made his Football League debut as a substitute, and was the main positive for the home side.
"We had a young player who came in and showed good things in Bailey," said Rohl. "This was also a result of his training performance.
"We have to create chances but at the moment we maybe need four or five chances for one goal and the opponent needs maybe two.
"We have to train this situation and be better in defence."