Tom Elliott and Jake Cooper were on target as The Lions continued their fine pre-season form with a 2-0 victory over Cambridge United at the Abbey Stadium on Saturday afternoon.
In sweltering temperatures, the duo headed home past ex-Millwall goalkeeper David Forde late on in the second half to secure victory.
Lions boss Neil Harris opted to field a starting XI including the likes of Jordan Archer, Shaun Williams and Jed Wallace, whilst names such as Steve Morison and George Saville took their place on the bench.
Ben Amos sat out the meeting, but will play some part at Colchester United on Tuesday night.
The Lions applied attacking pressure in the early stages but were unable to find the final ball that may have resulted in the lead being taken. Millwall's first shot of the afternoon came in the sixth minute, but Lee Gregory's effort was deflected away by the Cambridge defence.
The play was largely being held in the Cambridge half inside the first 15 minutes, but bar Mahlon Romeo's cutback inside the box, no real opportunity presented itself to Millwall's front line of Gregory and Elliott.
Elliott headed Shane Ferguson's deep cross towards goal on 19 minutes, but again the United backline was there to block. Williams tamely shot at Forde a minute later. At the other end, Ade Azeez looked to turn his marker and strike towards goal, but he scuffed his shot which rolled into the arms of Archer.
The home team's best chance to date came in the 26th minute and a cross came the way of Azeez - however, he guided his volley just over the crossbar. Greg Taylor then poked a shot goalwards from a corner-kick but Archer tipped the ball behind.
Chances from Gregory and Wallace went begging as the first half began to draw to a conclusion, whilst at the other end Reggie Lambe's low effort went wide of the post.
The first real moment of goalmouth action came seven minutes from the break. Williams and Wallace played a one-two, leaving the latter free inside the box. He stood up a cross for Gregory, but the striker's attempt - as well as the second and follow-up - were brilliantly saved by Forde.
The ball was in the Millwall net on 51 minutes as a cross was turned home, however, referee Alan Young had blown up for a foul seconds beforehand, keeping The Lions' sheet clean.
Just before the hour-mark the home side broke away through Lambe, but after the attacker's through-ball reached Tom Knowles, his shot curled wide. Two minutes later Ferguson skimmed the top of the crossbar with a free-kick, before United had a penalty shout turned down at the other end as Romeo and Knowles came together.
A host of substitutions attempted to give the home side fresh impetus with 20 minutes remaining but it was to be Millwall who would have the next effort on goal - Elliott flashing a shot over the crossbar.
With 74 minutes on the clock The Lions took the lead. Williams' corner-kick was headed on to the post by Cooper, but Elliott was on hand on the opposite side of the goal to head home.
Eight minutes from time the lead was doubled as, despite a strong hand from Forde, Cooper headed substitute Aiden O'Brien's cross home.
Onyedinma ghosted in at the back post as Millwall looked to add a third late on, but his attempt was poked just wide of the post.
Cambridge United: Forde, Carroll, Taft, Taylor, Amoo, O'Neil, Azeez, Davies, Maris, Lambe, Knowles. Subs: Iron, Corr, Dunk, Osadebe, Darling, Brown, Foy, Norville-Williams, John, Squire, Worman, Goode.
Millwall: Archer, McLaughlin (Meredith 63'), Hutchinson (M. Wallace 64'), Cooper, Williams, J. Wallace (Onyedinma 77'), Thompson, Gregory (Morison 77'), Ferguson (O'Brien 68'), Romeo (Brown 85'), Elliott. Subs: Sandford, Webster, Tunnicliffe, Saville.
Scorer: Elliott 74', Cooper 82'
Referee: Alan Young
Attendance: 1,312 (394)