Max Gradal bagged a second-half brace as the misery mounted for Millwall with this defeat at the Fitness First Stadium.
The Lions paid a heavy price after dominating the opening 70 minutes of this match, but again failed to convert their chances into goals.
Cherries keeper David Forde produced a man of the match winning display, keeping out everything thrown at him, including a 65th-minute penalty by Neil Harris when the score was still goalless.
That miss proved to be the turning point as The Cherries took great heart from their keeper's heroics and went on to break the deadlock 10 minutes later. This time Gradel showed how it should be done with a perfectly placed spot-kick to fire the home side ahead after Paul Robinson was penalised for a foul on Sam Vokes.
Flying winger Gradel then added his second with a superb solo effort in the 88th-minute, burying a low shot past Rhys Evans in the Millwall goal.
For the second successive match it was a massively frustrating afternoon for Kenny Jackett who watched his side batter Bournemouth for long spells, but fail to produce that all-important killer touch where it mattered most.
Jackett was forced to make a change to his starting line-up, with Richard Shaw stepping in to replace the injured Zak Whitbread and Tony Craig slotting in at left-back in a new-look Lions defence.
But it was Bournemouth who had the first attempt at goal after 70 seconds when Shaw was penalised for a foul 25 yards out and Shaun Cooper curled the subsequent freekick narrowly wide.
That early scare sparked The Lions into action and they could have taken the lead on 14 minutes. Ali Fuseini picked out Dave Martin on the left, his cross was flicked on by Bas Savage to Harris, whose acrobatic overhead kick was brilliantly tipped over by keeper Forde.
Within 60 seconds Danny Senda saw his 22-yarder flash wide as Millwall began to ask questions of the Cherries defence.
Keeper Forde came to the rescue once again after 28 minutes when he parried Martin's goalbound shot at full stretch.
The former Palace winger could count himself unlucky to be booked four minutes later when he was clearly elbowed in the face by Marvin Bartley, with the latter then adding to Martin's frustrations by winning a freekick.
Jay Simpson twice saw efforts flash wide from decent positions and Harris' half-volley dropped a yard over as Millwall finished the first half in the ascendency.
Bournemouth made a change at the break with Brett Pitman replacing the ineffective Jo Tessem, and the move nearly paid off immediately when Evans saved bravely at the striker's feet.
At the other end Millwall continued to pepper the home goal with Ali Fuseini and Simpson both firing narrowly off-target before Savage's bullet header was somehow cleared off the line by Cooper on 56 minutes.
Millwall were handed a perfect opportunity to break the deadlock on 65 minutes when Jem Karacan was sent sprawling as he raced onto sub Ahmet Brkovic's sliderule pass.
Up stepped Harris, but keeper Forde guessed correctly, diving low to his right to parry the spot-kick. Even then, the ball fell perfectly for Brkovic who reacted first, but the little midfielder inexplicably blasted over from five yards with the goal at his mercy.
Martin fired narrowly wide as Millwall looked for an instant response, whilst another stunning save from Forde kept out Brkovic's goal-bound free-kick.
Bournemouth were not surprisingly boosted by a combination of their keeper's brilliance and Millwall's profligacy in front of goal, and when Robinson was penalised for holding Vokes after 75 minutes, Gradel made no mistake from the spot.
With time ticking away Jackett had to do something to try and salavge something from this match, bringing on Ross Gaynor for Shaw three minutes from time and going three at the back.
Gaynor was still waiting for his first touch when Gradal picked up the ball on the left, skipped past three challenges before despatching an angled shot past Evans for Bournemouth's second.
Despite a flurry of late corners taking Millwall's tally in the match to nine, they simply could not break down a resilient Cherries defensive wall and must now pick themselves up for a monumental home game with Gillingham next Saturday.

AFC Bournemouth: Forde, Gowling, Cooper, Vokes (Hutchings, 82mins), Hollands, Pearce, Bartley, Gradal, Bradbury, McQuoid (Partington, 67mins), Tessem (Pitman, 46mins). Subs not used: Pryce, Franks.
Booking: Hollands (64mins)
Scorer: Gradal (74mins, pen, 88mins)

Millwall: Evans, Senda, Craig, Fuseini, Robinson, Shaw (Gaynor, 87mins), Martin, Karacan, Harris, Savage (Brkovic, 60mins), Simpson. Subs not used: Pidgeley, Cochrane, Bignot.
Booking: Martin (32mins)

Ref: Paul Melin