 Born in Greenwich, London, Craig came through the youth ranks at Millwall.Adept as a central defender or a left back, he received his maiden call into the first team squad for a First Division league match against Bradford City on 5 April 2003 and was an unused substitute during the 1–0 win.Craig made his professional debut with a starting appearance in a 3–3 draw with Nottingham Forest on 26 April 2003 and lasted 67 minutes before being substituted for Robbie Ryan.