Neil Harris, who was substituted in Saturdays home win over Brighton might be unavailable for the Worthington Cup game at Rushden & Diamonds because of an ankle knock although he is expected to return for Saturday's First Division game at table-topping Portsmouth.
McGee already has David Tuttle out for more than a month with knee ligament damage and Richard Sadlier could be out for another month.
The Millwall boss said: "It is getting serious now - but that's life. I have been looking very hard to bring in new faces but as yet I have had no luck. We cannot go abroad because the transfer deadline has passed. But I have been on the phone all weekend without success so far.
"We have most of our best players out injured. In the last week we have tried to sign three more players but we will keep trying. We will bring in some new faces."