Millwall made it 13th time lucky as goals from Chris Wood (2), James Henry and Liam Trotter sent Kenny Jackett's men to their biggest victory - and first clean sheet - of the season.
Prior to Saturday's Den encounter with Championship new-boys Huddersfield, The Lions had been unable to successfuly nullify the opposition and in the last five games alone had conceded nine times.
However, led by skipper Danny Shittu, Jackett's men not only kept the opposition out, but stretched their unbeaten run to six games and also moved up to 15th spot in the table, only six points off the Play-Off places.
A brace from loanee striker Wood either side of the half and then a fine third by Henry - his first at The Den this season - put Millwall in total control.
Town's Jack Hunt was shown a straight red card for dissent five minutes from time, but the damage had already been done and Trotter wrapped up victory with a super solo effort.
"It was a tight game for quite a long time," said the manager. "And you couldn't necessarily see that scoreline coming.
The key was really the second goal, which was a very good one when we were under a little bit of pressure at the start of the second-half.
From 2-0 up I felt very confident. It's a good achievement to keep a clean sheet; there weren't many shots or chances and we looked a little bit nervous at the back at times, but we grew into it."
Millwall boss Jackett welcomed back Henry to the starting line-up for the first time in three games whilst Shane Lowry came in at left-back in place of the injured Jack Smith.
The opening half proved to be slightly frenetic at times as both teams hustled and bustled in quite a stop-start affair.
Henry nearly caught visiting keeper Alex Smithies out after quarter of an hour when his deep, floated delivery dropped just inside the far post but the Town stopper got a touch to turn the ball round the post.
Prior to that, Danny Ward set up Lee Novak, but the striker contrived to hook the ball over from six yards whilst at the other end Trotter fired over from a central position.
Wood drove wide from 25 yards as The Lions tried to make the breakthrough, and the opening goal duly arrived on 28 minutes. Darius Henderson, who put in a fantastic shift, turned his man on the left of the Huddersfield box before picking out his strike partner, who poked home from close range.
Huddersfield looked for an instant response and so nearly got it too, but Keith Southern miscued his shot and fired off target after a neat flick from Jermaine Beckford.
Grayson's men came flying out of the traps at the start of the second half and The Lions dug deep to weather the storm with some solid defensive blocks from Shittu and Jimmy Abdou diverting a couple of long range efforts.
Millwall knocked the wind out of Hudderfield's sails with a second goal on the hour mark following a quick counter-attack that saw Henry supplying a precision pass to Wood, who finished clinically for his second goal of the afternoon.
The Lions' third had a hint of controversy about it; Lynch was lying injured just outside the danger zone but both teams continued to play on. Wood picked up the ball, sprayed it wide to Henry and he in turn rifled an angled drive into the bottom left corner.
A handful of Town players complained to the referee Graham Scott, but their appeals were fairly half-hearted and at 3-0 down with 12 minutes remaining, Grayson's men knew it was effectively game over.
That frustration came to a head five minutes from the end when Hunt was shown a straight red card for foul and abusive language seconds after Henderson had fired narrowly wide.
To add insult to injury, Millwall took advantage of the extra man and added a fourth goal a couple of minutes from time, with possibly the pick of the bunch.
Trotter picked up the ball on the edge of the area and produced some neat footwork to work his way just inside the box before despatching a delightful curling effort that gave Smithies no chance to wrap up the win in style.
Millwall: Forde, Dunne, Lowry, Abdou, Shittu, Beevers, C.Taylor, Trotter, Henderson, Wood, Henry (Wright, 89mins) . Subs not used: M.Taylor, Feeney, Keogh, N'Guessan, Malone, Racon.
Booking: Dunne (53mins)
Scorers: Wood (29, 60mins), Henry (78mins), Trotter (87mins)
Huddersfield Town: Smithies, Clarke, Gerrard (Dixon, 62mins), Clayton, Novak (Norwood, 81mins), Ward (Scannell, 68mins), Hammill, Beckford, Southern, Hunt, Lynch. Subs not used: Bennett, Woods, Lee, Robinson.
Booking: Lynch (41mins)
Sending off: Hunt (85mins)
Ref: G. Scott
Att: 11,066 (away 691)