Peter Clarke's first-half header secured three points for Blackpool as Millwall's poor run of results continued in this basement battle at Bloomfield Road.
Clarke scored the game's decisive goal on 33 minutes, rising high to direct Jamie O'Hara's deep free-kick beyond the reach of a static David Forde and into the back of the net.
It was a forgettable afternoon for The Lions, and manager Ian Holloway, whose return to his former club did not prove to be the winning one he had wished for.
Holloway's hopes of handing new signing Paris Cowan-Hall a debut were ruined when the former Wycombe Wanderers winger sustained an injury in training 48 hours before the game.
However there was a first appearance in a Millwall shirt for left-back Dan Harding, who took his place in a new-look defence that saw Andy Wilkinson return at right-back and Alan Dunne switch to partner Sid Nelson in the heart of the back four.
Martyn Woolford came back into the fold for Ed Upson for the final of Millwall's three changes to the line-up that started against Bradford City last Saturday with Ed Upson dropping to the bench.
It proved to be a desperately frustrating ogame for The Lions, who really struggled to get to grips with both Blackpool's direct approach approach and adjust to the blustery conditions.
The home side started the game having won once in their previous nine outings, but were on the front foot from the off and David Perkins caused an anxious moment in the opening 60 seconds when he intercepted Jimmy Abdou's pass, but saw his delivery from the left flash across the face of goal and beyond any of his team-mates.
With former Lion O'Hara pulling the strings in midfield The Seasiders looked more composed and it took a fine save by Forde to deny Andrea Orlandi the opening goal, with Nelson clearing the loose ball.
Woolford was left holding his head in his hands after 22 minutes when his header was cleared off the line by Clarke and then Scott McDonald's snap-shot forced a smart stop from Joe Lewis in the home goal.
However Clarke proved to be a thorn in Millwall's side at the other end of the field, scoring what turned out to be the decisive goal with a firm header from O'Hara's set-piece 12 minutes before the break.
Straight after the restart McDonald was played in by Woolford, but his lobbed pass went beyond Lee Martin at the back post and the ball went behind for a goal-kick.
Former Blackpool striker Ricardo Fuller was replaced by Stefan Maierhofer moments after lashing the ball high and wide of the target from 16 yards just before the hour mark and the big Austrian had a couple of half-chances to level the score, but headed wide from Martin's cross and then lashed wildly off target with 16 minutes remaining.
There was a big appeal for a penalty on 72 minutes waved away by the officials when Martin's cross from the right appeared to be palmed away by a stray Blackpool hand, and the frustration levels rose further when Maierhofer screwed an effort horribly off target in a central position.
At the other end Blackpool always looked a threat on the break, and when Nathan Delfouneso wriggled his way into the penalty area and crossed from a seemingly impossible tight position, Wilkinson was thankfully on hand to get his boot to the ball and clear from two yards out.
With Magaye Gueye and Lee Gregory on in a bid to grab that all important equalising goal, The Lions huffed and puffed but lacked the necessary composure and killer instinct in the final third to really test keeper Lewis as Blackpool comfortably saw out the game for three big points.
Lewis, McMahon, Clarke, O'Dea (Hall, 21mins), Dunne, O'Hara, Oliver (Henshall, 61mins), Perkins, Orlandi, Delfouneso, Davies (Sene, 67mins). Subs not used: Parish, Nosworthy, Ferguson, Mellis.
Millwall: Forde, Wilkinson, Harding (Gregory, 61mins), Dunne, Nelson, Abdou, Chaplow, Woolford, McDonald (Gueye, 74mins), Fuller (Maierhofer, 59mins), Martin. Subs not used: Bywater, Shittu, Briggs, Upson.
Ref: S. Martin