It was a frustrating afternoon at The Den as Bristol City's Nicky Maynard's double sunk The Lions to give the visitors their third away victory of the season, writes Karen Jeal.
Millwall managed to level Maynard's opening strike just 10 minutes into the second half, but it was the highly rated striker who grabbed the three points for The Robins as he fired home his second just past the hour.
Millwall's unchanged line-up stormed out of the traps in front of a 10,000 strong crowd, and it was a lively first 10 minutes with good chances falling at the feet of Feeney, Smith and Simpson.
After 13 minutes Maynard's low shot against the run of play beat David Forde to put City 1-0 up.
Things went from bad to worse for The Lions as the Irish International keeper was subbed for Mildenhall, after a struggling with a thigh injury.
Mildenhall, who was making his home League debut, made some vital saves but it was not to be his or Millwall's day.
There were some defining moments in the second half as the Lions managed to work their way back into the game with a leveller from Jay Simpson after Liam Trotter deflected Henderson's cross into his path.
Prior to that Jack Smith had cleared off the line from Stephen Pearson to prevent the away side going two in front.
James Henry replaced Brian Howard and Dany N'Guessan came on for Henderson but to no great effect as the frustration around the ground increased.
Meanwhile Derek McInnes' side continued to look dangerous with Albert Admomah a constant threat and Maynard causing problems for the Lions centre back pairing.
Afterwards Kenny Jackett commented: "It was a flat performance from us. There wasn't one particular problem just a general level that was way below our best. When we equalised I was looking for us to kick on but it never happened."
Millwall: Forde (Mildenhall 35), Dunne, Robinson, Trotter, Henderson (N'Guessan 73), Feeney, Ward, Simpson, Smith, Howard (Henry 63), Abdou
Subs not used: Craig, Marquis.
Bristol City: James, Fontaine, Nyatanga, Elliott, Kilkenny, Maynard (Pitman 87), Skuse, Cisse (Woolford 84), Adomah (Bolasie 90+), McGivern, Pearson Subs not used: Gerken (GK), Wilson.
Referee: T Bates.
Attendance: 10,252 (324 away).
Bookings: Adomah (Bristol City)