The Lions just missed out on the top six last year as they finished eighth with 68 points in the Championship.
This season however they have made a shaky start to their campaign and they sacked Gary Rowett and are sitting 18th with 17 points.
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Harding has scored in each of his last two Championship matches and admitted that the Lions are an excellent side when they have an attacking set-piece.
The 27-year-old defender, however, believes that they need to defend the set-pieces equally well to get positive results.
“I’ve played against Millwall and you know they are really good at set-pieces – that you have to mark and defend well”, Harding told the South London Press.
“So, I knew it was one of our strengths when I signed.
“We showed that in the last game.
“It’s not only about being good from them offensively; we need to be good defensively at them as well.”
Now it remains to be seen if Harding will be able to get his third consecutive goal against Southampton on Saturday.