Steve Morison struck a superb goal to make it sweet 16 for The Lions hitman as Kenny Jackett's men edged to within three points of a Play-Off spot.
Striker Steve marked his return from international duty with Wales by producing a moment of sheer quality on 33 minutes, supplying a perfectly weighted 18-yard chip to secure a third win in four games for his side.
Although not especially pretty at times, there could be no argument that Millwall were excellent value for the points against a listless Hull City side that struggled to make any impact against their resolute visitors.
With Alan Dunne sitting out the first of his two match ban, Jack Smith's return from injury could not have been more timely and he slotted into the right-back spot with absolute ease.
Hull City, who had won only one of their five previous home games going into this clash, came flying out of the traps and had The Lions penned back in their own half for the opening five minutes.
But once Jackett's men had absorbed the early pressure to take the sting out of The Tigers, it was Millwall who settled into a comfortable stride.
Andros Townsend had a great opportunity to break the deadlock after eight minutes.James Henry took advantage of a slip by Andy Dawson and whipped over an inviting delivery for his fellow wide man at the near post, but unfortunately Townsend lashed his effort into the side netting.
At the other end a great block by Darren Ward diverted Matty Fryatt's stinging shot before a huge throw from Morison was flicked on by skipper Paul Robinson, but Henry just couldn't stretch his leg far enough to make contact with the ball.
A slick piece of play then saw Liam Trotter take a smart return pass from Henry, power down the right and set up Townsend, who on this occasion was denied by keeper Brad Guzan.
Hull simply had no answer to the high tempo play of The Lions, with a succession of attacks broken up by the incisive tackling of Tam Mkandawire, Trotter and both Townsend and Henry, who wholeheartedly embraced their defensive duties throughout too.
A rare forward foray by the home side could have paid off, but former Peterborough man Aaron Mclean rushed his shot and sent an effort woefully wide of the target on the half-hour mark.
Lions striker Morison showed just how it should be done 12 minutes before the break.
Trotter's cushioned forward ball was too good for Morison to waste, and he took a couple of strides before despatching an exquisite lob that left the advancing Guzan grasping at thin air.
With a precious goal advantage to protect The Lions were in no mood to relinquish their lead, and if anything, posed more of a threat than their hosts as the game wore on.
A fantastic break down the left by Townsend early in the second half had the unmarked Morison calling for an early delivery, but when the young winger finally despatched his cross it had too much pace and flew out for a throw on the opposite flank.
It was Townsend again who threatened on 68 minutes with a left-foot free-kick from a central position around 20 yards out that curled inches wide.
Hull huffed and puffed and did create a couple of half chances midway through the second period, the best saw Robert Koren get to the byline and dink the ball into the mix where former Lion Jay Simpson got a foot on his marker but sent a looping header high over the bar.
Another barnstorming run by Townsend was sadly not matched by the final delivery as The Lions broke quickly again near the 90 minute mark.
But having barely ruffled the defensive feathers of The Lions, it was Hull who so nearly grabbed an injury-time equaliser when Simpson's smart shot on the turn fizzed a whisker wide.
Cue mass 'Eeio' singing by the travelling fans, who once again got the result their exceptional vocal support deserved, and the fulsome acknowledgement of The Lions players at the final whistle.
Hull City: Guzan, Dawson, Hobbs, Harper (Belaid, 65mins), Fryatt, Chester, Devitt (Simpson, 46mins), Koren, Gerrard, Evans, Mclean (Amoo, 80mins) . Subs not used: Duke, Garcia, Cullen, Solano.
Bookings: Guzan (76mins), Chester (86mins)
Millwall: Forde, Smith, Craig, Trotter, Robinson, Ward, Townsend (Eastmond, 86mins), Mkandawire, Lisbie (Bouazza, 74mins), Morison, Henry. Subs not used: Mildenhall, Harris, Hackett, Barron, McQuoid.
Booking: Morison (76mins)
Scorer: Morison (34mins)
Ref: A. D'Urso
Att: 19, 852 (away 537)