Tamas Priskin's seventh goal of the season wasn't enough to prevent Blues going down to defeat at The Den in Paul Jewell's first game in charge.
Town went in front midway through the first-half when the Hungary international slid the ball past David Forde from the angle and he had a great chance to extend the lead soon after but couldn't convert with the goal gaping.
Millwall levelled just before the break with Danny Schofield finding the net from close range.
Steve Morison spurned a couple of good chances to put Millwall in front but Lions' leading marksman made no mistake 15 minutes from time, jabbing the ball past Marton Fulop from close range to give Kenny Jackett's side the points.
Town kept with the same side that beat Arsenal in midweek, Luke Hyam on the bench after recovering from a hamstring injury that has kept him out for two months.
Millwall were missing several first-team options including former Blue Liam Trotter who was out with a back problem.
Town started brightly, Gareth McAuley having a volley beaten out by the Lions' defence but the first real opening fell to the home side, skipper Alan
Dunne blazing over from 12 yards following a flowing move.
Steve Morison sent a header over and then almost set up Neil Harris with a cross from the left.
Darren O'Dea cleared the danger from a Harris cross before Town got the breakthrough on 25 minutes, Priskin converting Carlos Edwards' pass superbly from an acute angle.
Morison fired into the sidenetting from Scott Barron's corner, the former Blue impressing with his willingness to join the attack at every opportunity.
Mark Kennedy and Marton Fulop had a 'difference of opinion' following the Town 'keeper's clearance behind from a cross, two soon ending up in a cuddle as tempers eased.
A minute later Blues should have extended the lead, Jaime Peters' cross beat David Forde in the wind and crashed against the bar but with the goal gaping, Priskin couldn't control his volley and the ball sailed high and wide from six yards out.
Fulop saved from Morison as Millwall looked to get back on level terms, Priskin then booked for kicking the ball away after a free-kick had been awarded against him.
Harris headed over from Barron's cross but on 44 minutes, the Lions were level - Schofield beating Fulop from the edge of the box with a left foot drive.
It could have been worse for Town before the break, Damien Delaney was yellow carded for a foul on Morison and then with virtually the last kick of the half Morison blazed over from six yards from Harris' set-up. Millwall made a change at half-time with Craig replaced by Chris Hackett.
Peters did well to clear from Schofield, James Henry then testing Fulop from distance as the Lions started the second-half in lively fashion. Barron forcing another save from Fulop with a 25 yard free-kick.
Schofield couldn't beat Fulop with a curler, McAuley got in the way of Morison's strike following a Barron corner, David Norris doing the same from Hackett.
Fulop punched clear as Harris threatened, with Millwall pressing Town back, the Blues' keeper then doing well to force Morison wide when clear in the box.
A brilliant crossfield pass from O'Dea sent Wickham into the box, Jack Smith making the challenge to deny the England U21 international setting up Priskin.
Colin Healy robbed Jimmy Abdou and almost found Wickham with a terrific cross as Town began to weather the storm and press forward.
Millwall made a second change midway through the half, Theo Robinson on for the evergreen Harris and on 75 minutes Kenny Jackett's side were ahead, Morison toe-poking the ball over the line from Hackett's cross.
Town immediately made a change, Jason Scotland on for Kennedy to join Priskin in the attack.
Barron became the first Lion to be booked, also for kicking the ball away at a free-kick as the game entered the last 10 minutes.
Forde saved well from McAuley as Town searched for an equaliser and it took a brilliant save from the Lions' keeper to deny Scotland as the home side held on.
Millwall: Forde, Smith, Craig (Hackett 46), Ward, Barron, Henry, Dunne, Abdou, Schofield, Harris, Morison. Subs not used: Mildenhall, Grabban, Robinson, O'Connor, Marquis, Gallagher. Booked: Barron.
Town: Fulop, Peters, McAuley, Delaney, O'Dea, Edwards, Norris, Kennedy (Scotland 76), Healy, Wickham, Priskin. Subs not used: Lee-Barrett, Hyam, Smith, Eastman, Fallon, Civelli. Booked: Priskin, Delaney.