Beard started his career with Millwall, joining the club's youth system in 1991 "straight from school". He was captain of the successful youth team that won the FA Youth Cup, beating Sheffield Wednesday in the final. During his time at youth level, he also helped the side win the Southern Junior Cup, as well as finishing runners-up in the South East Counties league. After impressing in the youth team, Millwall manager Mick McCarthy gave Beard his first professional contract in 1993. He made his debut as an 18-year-old, playing in Millwall's 4–1 victory against Watford. Beard went on to make 18 appearances that season, scoring one goal. During the 1994–95 season, he was a regular in the first-team, with the highlight of his campaign coming when he scored in Millwall's 2–0 win over Arsenal in an FA Cup third round replay at Highbury in January 1995.