Nicky Maynard broke Millwall's hearts with an injury-time winner as Bristol City leap-frogged Kenny Jackett's men in the Championship table following this battle of the basement boys at Ashton Gate.
Hot strike prospect Maynard, widely linked with a move to the Premiership during the transfer window, was on hand to get the final touch to steer the ball beyond the reach of keeper Steve Mildenhall in the 93rd-minute.
It was a sickening blow for The Lions, who had carved out a stack of chances and were left wondering just how on earth they came away from Ashton Gate both goalless and pointless.
Manager Jackett handed debuts to midfielder Josh Wright and striker Harry Kane, whilst Alan Dunne returned to the starting line-up in a 4-4-1-1 formation that saw Liam Trotter operate just behind Tottenham loanee Kane.
Bristol City were clearly under instructions to go all out for an early goal and pressure Jackett's men they duly did during an uncomfortable opening 10 minutes in which the visitors resilience was tested to the full.
There were just 22 seconds on the clock when former Den favourite Marvin Elliott ghosted in unmarked at the far post to meet a deep cross at full stretch - his angled drive taking a slight touch to go behind for the first of four City corners in as many minutes.
It took a magnificent tackle by skipper Paul Robinson to avert the danger as Brett Pitman was about to pull the trigger and then keeper Steve Mildenhall came to the rescue, parrying Albert Adomah's 20-yard drive after the former Barnet man was allowed too much time to work an opening.
However, slowly but surely Millwall began to get a grip on proceedings and on 12 minutes, Robinson's excellent challenge on the halfway line began a flowing move involving gthe two Liams, Trotter and Feeney, with the latter's inviting final delivery cleared by the boot of a City defender.
New boy Kane showed some neat control before sending in a crisp drive that was deflected for a corner as The Lions threatened again.
Hamer Bouazza wasted a glorious opportunity to fire the visitors ahead on 18 minutes following a great run and cross by Feeney, only to steer the ball wide from eight yards.
Mildenhall came to the rescue after 28 minutes with an excellent stop from Pitman and Jack Smith, operating in a midfield role, did a great job tidying up in the danger zone as City pressed again.
Millwall missed a glorious opportunity to make the breakthrough just past the half-hour mark when Trotter nodded the ball straight into the path of Feeney, only for the winger to slam the ball agonisingly wide of the target.
Kane then sent a looping header straight into the hands of keeper David James before Feeney again spurned a good chance, dragging the ball wide of the target from close range.
Trotter was left holding his head in his hands as yet another Millwall chance went begging before the break, his shot dribbling apologetically towards James after Feeney's cross was headed into his path by Kane.
The second half continued in much the same vein as the first; Millwall looking more penetrative going forward and City trying to nick a goal on the break.
Smith and Bouazza tried their luck from distance and when a Bouazza corner - one of nine recorded by The Lions - dropped to Dunne on the edge of the 'D', the right-back's ferocious left-foot drive whistled inches over the bar.
Kane did get the ball in the back of the net on 66 minutes, but the assistant referee had already flagged for offside as Wright delayed just too long before sliding the ball through to the teenage debutant.
At the other end the visiting defence looked compact and organised, but there was a scare 16 minutes from time when Craig smacked the ball against his own post as he tried to clear.
But with the game heading towards the 90 minutes and the deadlock yet to be broken, it looked as though The Lions would get at least a share of the spoils that their performance had deserved, if not nick all three with a late goal.
Yet football can be a cruel game and it was City who stole the points courtesy of Maynard's late, late winner - the striker getting on the end of Stephen Pearson's knock-down from an Adomah cross.
Even then The Lions were desperately close to levelling straight from the restart when sub Darius Henderson's effort spun off keeper James and behind for the first of two successive corners.
On came John Marquis for Smith with the very last roll of the dice by Jackett, but Bouazza's first delivery in from the right was cleared for another corner.
Unfortunately he failed to clear the first man with his set-play in what was the final action of a desperately disappointing night.
Bristol City: James, Skuse, Carey, Nyatanga, McGivern, Adomah, Elliott (Cisse, 12mins (Clarkson, 83mins)), Kilkenny, Pearson, Maynard, Pitman (Bolasie, 76mins). Subsnot used: Wilson, Gerken.
Booking: Pitman (41mins)
Scorer: Maynard (90+3mins)
Millwall: Mildenhall, Smith (Marquis, 90+4mins)1, Dunne, Craig, Wright (Abdou, 67mins), Robinson, Lowry, Trotter, Bouazza, Kane (Henderson, 84mins), Feeney. Subs not used: Forde, Henry.
Booking: Smith (59mins)
Ref: D. Drysdale
Att: 12,410 (away 202)