He joined Millwall on loan on 26 March 2009 for the remainder of the season, and two days later he scored on his Millwall debut – a 90th-minute winner which earned the Lions a crucial 1–0 victory at Crewe Alexandra.
On 7 July 2009 Price signed for Millwall on a one-year deal. He joined Oldham Athletic on a one-month loan deal on 1 February 2010, making seven appearances and scoring once against Swindon Town before returning to Millwall. Two days after his return, Price left the club on loan for a second time, joining Carlisle United until the end of the 2009–10 season. Price managed to score his first goal for the Cumbrians on his debut as Carlisle won the match 2–1 against Colchester.