Two outstanding second half goals from Chris Wood and James Henry saw The Lions extend their unbeaten run to 11 games as they returned from Blackburn Rovers with a thoroughly deserved win at Ewood Parrk.
Chants of "We are unbeatable, we are unbeatable" broke out at the final whistle by the 900+ Lions fans in the away end as they showed their appreciation following an exceptional team performance.
And the quality of the goals? Well, you would be hard pressed to find two such stupendous strikes in any single game this side of Christmas.
After twice having Andy Keogh efforts ruled out for off-side, The Lions made the all-important breakthrough with 19 minutes remaining.
Wood picked up the ball 25 yards, nut-megged Grant Hanley and then took a couple of strides before unleashing an unstoppable drive that flew past keeper Paul Robinson and into the roof of the net.
Not to be outdone, Henry marked his return to the starting line-up with a match-clinching second goal two minutes from time, arrowing a fierce 18-yard drive into the top left corner giving Robinson no chance.
"It was a fantastic win," enthused Lions boss Kenny Jackett, "We had to be very disciplined in our approach. Blackburn have some terrific players, as good as any in the League, and if they get their combinations and do get going I think they will be a force."
"It was a tight game and the difference was that they had a cutting edge," said Rovers boss Henning Berg.
"It's very difficult once they scored a goal like the first one; they are a difficult team to play against. They are organised, they play well together and although we had more chances, they took theirs very well indeed."
After an even opening, the game sprung to life on six minutes when a quickly taken free-kick by Henry caught the home defence napping and Andy Keogh stole in to head home.
Unfortunately the linesman deemed that Keogh was marginally off-side and the goal was ruled out.
Henry, back in the starting line-up at the expense of Liam Feeney, was heavily involved throughout and saw his teasing delivery moments later fly across the face of goal.
Rovers found it difficult to impose themselves on proceedings as Jackett's men took control, and were restricted to trying their luck from distance in the opening half.
Keogh had the ball in the back of the net for a second time midway through the first half, stooping to head home Henry's inch-perfect cross only to be denied by the officials' flag once again.
It took until the opening seconds of the second-half for Lions stopper David Forde to make the first of two excellent saves as Rovers tried to up the tempo.
Left-back Martin Olsson produced some deft footwork to weave his way into the danger zone and then hit a blistering shot that Forde brilliantly tipped over the bar.
Nine minutes later Forde reacted smartly to deny substitute Josh King, pushing the striker's stinging goalbound effort over for a corner.
At the other end Chris Taylor was a whisker away from breaking the deadlock with a dipping 20-yarder that bounced inches off target.
Rovers were trying to build up a head of steam, but The Lions halted them in their tracks when Wood opened the scoring with his breathtaking strike.
And Millwall had the ball in the back of the net again five minutes from time when Wood stole in to prod home Josh Wright's. Wood wheeled away in delight, but his celebrations were cut short as the linesman's flag was raised for a third time.
However there was nothing wrong whatsoever about Millwall's second goal of the afternoon in the last couple of minutes asHenry made the points safe with another contender for Goal of the Month - make that season! - rifling home an unstoppable shot that left Robinson grasping at thin air.
Blackburn Rovers: Robinson, Henley, Hanley, Dann, Olsson, Formica (Gomes, 72mins), Murphy (Vukcevic, 84mins) Etuhu, Olsson (King, 54mins), Rhodes, Rochina. Subs not used: Kean, Givet, Pedersen, Lowe.
Millwall: Forde, A.Smith, Lowry, Abdou, Shittu, Beevers, C.Taylor (Malone, 87mins), Wright, Keogh, Wood, Henry. Subs not used: M.Taylor, J.Smith, Osborne, Racon, N'Guessan, Feeney.
Bookings: Lowry (62mins), Shittu (67mins), Henry ( 86mins), Keogh (87mins)
Scorers: Wood (71mins), Henry (89mins)