A goal in each half from Ashley Grimes was enough to secure three more Combination points for Richard Shaw's reserves as they completed an early season double over Aldershot at The Den (2-1).
Grimes opened the scoring from the penalty spot on the half-hour after Adrian Forbes had been felled in the box by Ben Hutchings.
Grimes had taken over spot-kick duties from Alan Dunne who had seen his earlier penalty saved by Shots keeper Mikhael Jaimez-Ruiz following another foul on Forbes, this time by Rhys Day.
In fact Ruiz takes great credit not only for the original stop from Dunne but also for the brilliant reaction that saw him tip Dunne's rebound effort over the bar.
Millwall didn't have everything their own way and it took a fine save from Preston Edwards to deny Junior Mendes an opener for the visitors on the quarter hour.
The second half became very open with the two sides trading chances.
Marc Laird fires wide two minutes after the break following good approach play from Karl Moore and Grimes, but it was Aldershot who found the target on 52 minutes when Mendes scored at the second attempt after Edwards had again saved well from his initial effort.
The lively Forbes then had a hand in what turned out to be the winner when he cut along the goal line and pulled the ball back perfectly for Grimes to thump home his second.
Left back Scott Barron might have made the game safe on 65 minutes when he finished off a fine move with a left foot strike against the base of a post.
Shots were always a threat on the break, but Millwall continued to carve out chances, with Alan Dunne missing from close range near the end after excellent play from Grimes.

Millwall: Edwards, Bignot, Barron, Spiller, O'Connor, Frampton, Dunne, Laird, Grimes, Forbes, Moore. Subs not used: Bowes, Ebsworth, Taylor, Rogers, Read.

Aldershot: Jaimez-Ruiz, Milletti, Straker (Nimmo), Donnelly, Day (Huggins), Dark, Hylton, Mendes (Adams), Elvins, Hutchings, Chalmers. Subs not used: Conolly, Pearson.