Ben Marshall's scrappy finish just after the hour mark proved to be enough to take all three points back to South London after a close fought game at the Pirelli Stadium.
The Wolves loanee got on the end of deep cross the the back post and the ball seemed to take an agonising long time to cross the line and ultimately condemn Albion to game number thirteen without a win on home soil in the league this season.
There was precious little quality in the game but, just as Albion nicked the points in South London before Christmas, there was a sense that Millwall had exacted the perfect revenge on a chilly February afternoon.
The return to fitness of John Brayford was a welcome boost for manager Nigel Clough as he slotted back into the side at left back having come off with a calf problem against Nottingham Forest. Brayford's return allowed Lloyd Dyer to move into a more accustomed left wing role as Joe Sbarra dropped back to the bench after a solid performances against Barnsley in the week. Albion's other change saw rotation in attack as Darren Bent resumed the lone striker role in place of Liam Boyce who had made his full debut in the victory at Oakwell.
Albion began brightly although, for a change, they were playing towards their own fans behind the West Stand goal in the first half. Hohwever it was the Lions that bared their teeth first on eleven minutes. Steve Morison, looking suspiciously offside as the ball came to him on the right, sent over a dipping cross that was heading for Lee Gregory at the back post until Lucas Akins got up first to head behind at the expense of a corner.
Brayford's return last all of 18 minutes as he limped off gingerly to be replaced by Damien McCrory. A blow for Albion to lose one of their key defenders but McCrory got a good reception from the home fans having not made an appearance since August.
Albion looked to press and a corner on 20 minutes was less than convincingly dealt with by Jordan Archer in the Millwall goal allowing Martin Samuelsen to lift a hopeful ball into the box from beyond the back post, the ball eventually coming to Akins who flicked the ball onto the roof of the net from about twelve yards out.
Kyle McFadzean, now sporting the skipper's armband after the departure of Brayford, had to make a timely interception to dispossess Morison as he ran towards goal and Albion almost profitted from some slack Millwall defending when a booming clearance from Bywater bounce nicely to allow Bent to run in behind the visitors defence only for Jake Cooper to track back and make a vital challenge just as the Burton loanee was looking to pull the trigger.
A loose touch by Akpan on half way gave Millwall the chance to counter and although Tom Naylor did superbly well to nullify the threat of Lee Gregory, Morison was still able to deliver in a cross that McFadzean had to head away awkwardly from inside his own six yard box at the expense of a corner. The danger waas not over there and when Cooper got up well to attack the corner there was an almighty scramble near the post before Bywater eventually managed to get both hands on the ball as things got a little bit messy and scrappy.
Bent had a second chance to open his account on 39 minutes. A pinpoint ball from Davenport had the striker bearing down on goal but his shot sliced away off his shin failing to threaten Archer in the Millwall goal.
McCrory reminded supporters what a good left foot he has with a teasing cross into the box on 41 minutes but Akpan's header was wide of the target with Bent also there looking to sniff out another chance.
Cooper again had to come to his side's rescue at the back a minute later when Dyer sent over a cross that had Archer stranded and as Bent tried to get in at the back post it ewas the big Millwall defender who got there first to concede a corner.
Half time: Burton Albion 0-0 Millwall
Cooper again showed himself as a threat in the opposition box getting up to meet an early second half corner and forcing Bywater into a smart save. The ball fell into the danger areas but Albion were able to smuggle the ball clear at the expense of just a corner.
Lee Gregory, otherwise kept quiet in the first half caqme to life when he got the better of McFadzean on the left and headed for goal. Fortunately for Albion Tom Naylor was in just the right place to make an excellent challenge to dispossess the Millwall frontman before he could cause any mayhem inside the Burton box.
The game had more of an open flow to it now and when Dyer sent in another dangerous low delivery it took a shanked clearance from Shaun Hutchinson to keep his goal in tact as the ball skewed over the bar from close range.
When the Millwall goal came it was somewhat against the run of play. Jed Wallace managed to escape on the left and send over a searching cross that picked out MARSHALL at the back post and his looping header seemed to almost apologetically bounce into the right place before trickling over the line.
It was Marshall's last act of the game as he was replaced by the pacy Fred Onyedinma on 66 minutes as Millwall looked to put the game to bed in an attacking way.
Onyedinma went close with a curling effort on 73 minutes but fortunately for Albion put his effort wide of the post as the visitorsd looked to wrap up the points.
Albion by now had sent on Boyce to join Bent in the attack and he made an impact with a direct run that was halted by a superb tackle as he was about to pull the trigger and the Irishman was inches away from connecting with a header from a left wing cross.
The Brewers spurned a glorious chanxce to equalise on 78 minutes. Davenport's corner was flicked on at the near post by Akins and the goal appeared to open up for Naylor at the back post, the centre half stealing in but unable to keep his header under the bar. An excellent chance to get back on level terms.
Hutchinson again came to his side's rescue on 82 minutes with a vital interception on Dyer's cross that sent the ball deflecting wide of the post. It eas inches from being an own goal but ultimately Millwall's lead survived.
Naylor's last ditch header in stoppage time was the last chance for Albion to drag themselves level but once again the game had got away from Albion who see thewir three game unbeaten run ended.