He made his debut after starting in a 0–0 with Watford on 21 August. His first goals for the club came on 18 December, when he scored both goals of a home win against Bristol City, followed up by scoring another brace in the next game, with a 3–2 win over Sheffield United. His performance throughout December earned him a nomination for the npower Player of the Month award for December, but lost out to Danny Graham. After spending over a month as an unused substitute, he made his return coming on as a replacement for Tijani Belaid, and scoring his fifth goal of the season in the 1–1 away draw at Ipswich Town on 19 February 2011. On 23 April 2011, Simpson scored his sixth goal of the season, in a 4–2 loss against Middlesbrough. In his first season at the club, Simpson made thirty-four appearances and scoring six times in all competitions.
In the 2011–12 season, Simpson made three appearances at the start of the season, but struggled to get first team football at the club. As a result, Simpson signed again for Millwall on loan, on transfer deadline day, 31 August 2011, remaining with them until the new year. He made his Millwall debut for the second time on 11 September 2011, where he played 72 minutes before being substituted, in a 3–0 loss against Birmingham City. It wasn't until on 18 October 2011 when he scored his first Millwall goal on his second loan spell, in a 1–1 draw against Brighton & Hove Albion. Two weeks later, on 29 October 2011, he scored twice, as well as, setting up two goals, in a 4–1 win over Ipswich Town. Simpson scored his fourth goal for the club on 20 November 2011, in a 2–1 loss against Bristol City. After making sixteen appearance and scoring four times in the first half of the season, Simpson returned to his parent club. However, Simpson spent the rest of the season out of the first team, as he remained on the sidelines.