Full-time score from St Andrews
Millwall's mini revival came to an abrupt halt at St Andrews as The Lions slipped to their first defeat in four Championship games.
The Lions went into action with renewed confidence following a hat-trick of successes, and optimistic that they could finally end a 45-year hoodoo and record their first victory at Birmingham City since October 1968.
But two goals in either half put paid to that with what was a classic case of after the Lord Mayor's Show following Saturday's excellent 2-0 win against Leeds United.
Boss Steve Lomas made just the one change to the team that started against Leeds with Steve Morison coming in for Jermaine Easter, who dropped to the bench.
The Lions, however, rarely got out of first gear in a disappointing opening half that saw Birmingham race into a two-goal lead, miss a penalty and only be denied further goals by the athleticism of David Forde in the Millwall goal.
It was Forde who denied Manchester United loanee Jesse Lingard a goal after nine minutes, brilliantly saving the striker's penalty low to his left after Alan Dunne had been penalised for a foul on the Blues striker.
The home side had already shown their attacking intent with Andy Shinnie firing over the bar in the opening seconds, and then Lingard's deep cross from the right was met by Murphy, whose bullet header was held under the bar by Forde.
However Blues duly took advantage of The Lions' surprisingly sluggish start and broke the deadlock just past the quarter hour mark when the visiting defence were caught napping and left-back Murphy slid home an angled drive at the far post from Shinnie's cross.
It could have been 2-0 on 33 minutes, but Forde came to the rescue again with a super save, parrying a crisp left-foot fizzer from the lively Chris Burke as it headed towards the bottom corner.
Birmingham duly doubled their tally just a couple of minutes later when Liam Trotter was penalised for a foul on Shinnie on the edge of the danger zone and up stepped Murphy to hit a sweet free-kick that curled beyond the reach of Forde and into the top corner.
Millwall responded and Jimmy Abdou came close to reducing the arrears just seconds later, only to fire over the bar from close range.
The home side were a whisker away from adding a third just before the break, but thankfully Callum Reilly's 25-yard strike curled a fraction wide of the post.
Lomas brought on Lee Martin for Morison at the start of the second-half and the sub managed to squeeze in a shot on goal that home keeper Darren Randolph held on the line, but it was Birmingham who put the game effectively beyond Millwall's reach when another shot from distance, this time by Shinnie, was parried by Forde and Tom Adeyemi was on hand to coolly clip home.
Millwall tried to build up a head of steam, but found Birmingham in irresistible form and it was so nearly 4-0 when sub Nikola Zigic's downward header was plucked out of the air by the busy Forde.
The Lions keeper was called into action once more, producing a smart stop to deny Murphy his hat-trick with another crisp free-kick.
But there was nothing he could do to prevent the home side adding their fourth - and final - goal in the final minute of normal time when winger Burke, who was a real threat throughout, weaved his way into a good position and produced a pinpoint delivery that Lingard headed home with aplomb.
Birmingham City: Randolph, Spector, Robinson, Burn, Murphy (Bartley, 79mins), Adeyemi, Reilly, Burke, Shinnie, Lingard (Gray, 90+1min), Green (Zigic, 70mins). Subs not used: Doyle, Lee, Caddis, Ferguson.
Scorers: Murphy (19, 34mins), Adeyemi (68mins), Lingard (90mins)
Millwall: Forde, Dunne, Malone, Robinson, Shittu, Abdou, Trotter, Bailey (Chaplow, 63mins), Woolford, Morison (Martin, 46mins), Waghorn (Easter, 76mins). Subs: Bywater, Lowry, Osborne, Derry.
Booking: Robinson (46mins)
Att: 13,133 (away 279)