Goals from Alex Jones, Martin Paterson and Remie Streete condemned Millwall to a 3-1 defeat against Port Vale on Tuesday night.
Lee Gregory's 84th-minute penalty gave The Lions added belief going into the closing stages but it proved to be little more than scant consolation on a frustrating night at Vale Park.
Neil Harris made four changes to the team which began last Saturday's defeat to Rochdale as Joe Martin, David Worrall, Jimmy Abdou and Calum Butcher replaced Sid Nelson, Aiden O'Brien, Shaun Williams and the suspended Ben Thompson in the starting line-up.
But it was the hosts who started brighter and after some cagey opening exchanges they took the lead with just four minutes on the clock as Jones sidestepped Byron Webster before firing past Jordan Archer from close range.
Millwall began to grow into the game soon after and almost equalised when a big deflection inside the box took the ball narrowly past the post after good work from Butcher in midfield.
There was no shortage of intensity to the away side's play as they searched for another opening, which almost came when Lee Gregory drove infield before his attempted pass through to Shane Ferguson was intercepted by Ben Purkiss on the edge of the box.
Moments later an equaliser almost did arrive when Remi Streete's headed clearance fell invitingly to David Worrall, whose superb shot from 30 yards swerved just wide with keeper Jak Alnwick beaten.
At the other end it could and maybe should have been two after 38 minutes when Jones played a pass into the box for Martin Paterson, whose low effort was acrobatically tipped behind by Archer. Just seconds later, though, Millwall could've scored themselves when Steve Morison rose highest to meet Shane Ferguson's delivery but the striker's header was well saved by Alnwick.
The Lions started the second-half as they left off in the first and were nearly level on 48 minutes when Ferguson took aim from the edge of the box, only to see his low drive go agonisingly wide of the upright.
Millwall enjoyed attack after attack as the second period continued but the hosts managed to double their lead completely against the run of play shortly before the hour mark. A corner from the right was cleared only as far as Sam Foley, who scuffed his shot from 18 yards but Paterson was on hand to turn the ball past Archer from close range.
Harris threw on Gregg Wylde and Williams for Butcher and Martin immediately after that goal and Scottish winger Wylde's impact was immediate, showing pace and skill down the left before crossing to Gregory, whose header went over.
But it only got worse for The Lions moments later when Port Vale added a third through Streete, who headed powerfully home from Sam Hart's corner.
Tall striker Rigino Cicilia, a replacement for goalscorer Paterson, should've made it four when he latched onto a loose pass from Abdou only to shoot wide of the target when one-on-one with Archer.
The Lions gave themselves a glimmer of hope heading into the closing stages when Gregory sent Alnwick the wrong way from the penalty spot after referee Jeremy Simpson blew up for handball by Anthony Grant, but Vale held on to maintain their 100% winning record at Vale Park so far this season.
: Alnwick, Purkiss, Streete, Smith, Knops, Grant, Tavares, Foley (Pereira, 90'), Hart (Kiko, 74'), Jones, Paterson (Cicilia, 68'). Subs not used: Santos, Amoros, Kelly, Shalaj
: Jones 4', Paterson 59', Streete 71'
: Grant, Jones, Hart, Paterson, Streete
Millwall: Archer, Martin (Wylde, 64'), Craig, Worrall (Onyedinma, 74'), Gregory, Romeo, Butcher (Williams, 64'), Webster, Ferguson, Morison, Abdou. Subs not used: King, Nelson, Philpot, Smith
Scorers: Gregory 84' (penalty)
Bookings: Morison, Webster
Referee: Jeremy Simpson