Promotion-chasing Boro blitzed Millwall with four first-half goals as Ian Holloway crashed to his heaviest defeat as Lions boss.
The misery felt by The Den faithful was match by the joy of Boro's Jelle Vossen, who smashed a hat-trick in the opening 45 minutes to put the result out of reach before the half-time whistle had even blown.
Although Scott McDonald (78mins) pulled a goal back for a much-improved Lions in the second-half, sub Kike responded immediately to add a fifth for the visitors 60 seconds later as Millwall slumped to their worst home loss since September 2013.
Lions boss Ollie had changed to a 3-5-2 formation, but his side were all at sea and rampant Boro had three chances in the first 12 minutes before Vossen eventually broke the deadlock on 21 minutes.
Boro thought they had taken the lead on six minutes when Vossen powered a header goalwards, the ball clipped the far post and looked to have crossed the line before David Forde clawed it away, but the officials waved play on.
The Boro man was denied by the feet of keeper Forde and then fired narrowly wide following an incisive, slick move by the visitors.
But there was to be no denying Vossen, or Boro, the goal that their early domination deserved and it duly arrived when he latched onto Daniel Ayala's ball over the top and hit a stunning first-time shot that left Forde grasping at thin air.
Matters went from bad to worse after 28 minutes when Bamford was played in by a neat ball from Grant Leadbitter and kept his cool before he despatched a low angled finish into the bottom corner.
The visitors really had the bit between their teeth and Vossen notched his second goal of the game, slotting home from close range after another crisp attacking move that cut through the Millwall rearguard.
He then left The Lions with a monumental second-half mountain to climb, completing his hat-trick a minute before the break with the simplest of finishes after Bamford had slipped the ball through to him inside the penalty area.
Millwall introduced Danny Shittu and Magaye Gueye at the break in a bid to stem the flow of goals, and try to ignite The Lions in the final third, but despite a gallant effort from Holloway's men, the damage had already been done.
Gueye certainly livened The Lions up and he saw an early second-half shot blocked before then dragging the ball wide from 16 yards as Millwall looked to get a goal to give them a glimmer of hope.
Boro continued to look dangerous, however, and could have added further goals through Bamford. The Chelsea loanee nearly added a fifth goal for Aitor Karanka's men as he pounced onto a loose ball in the penalty area, but missed the target from close range and then went close once more when Albert Adomah created an opening, but he lost his composure at the crucial moment and fired over the bar.
Millwall did reduce the arrears when Gueye's low free-kick picked out McDonald with 12 minutes remaining and although his initial effort was blocked, McDonald made no mistake lashing the rebound into the roof of the net from close range.
However The Lions were on the back-foot straight from the restart and Boro restored their four-goal advantage barely a minute later when Kike collected the ball and smashed an effort off the inside of the post and into the net to complete a comfortable away win.
Millwall: Forde, Wilkinson, Malone, Webster (Shittu, 46mins), Dunne, Williams, Upson (Woolford, 70mins), Powell (Gueye, 46mins), McDonald, Fuller, Gregory. Subs not used: King, Easter, Briggs, Angel.
Booking: McDonald (52mins)
Scorer: McDonald (78mins)
Middlesbrough: Konstantopoulos, Friend, Ayala, Leadbitter, Clayton (Veljkovic, 63mins), Reach (Wildschut, 81mins), Vossen (Kike, 71mins), Omeruo, Bamfordm Nsue, Adomah. Subs not used: Mejias, Gibson, Tomlin, Whitehead.
Scorers: Vossen (21, 34, 44mins), Bamford (28mins), Kike (79mins)