Full-time from the Amex Stadium
Gregory's strike on 15 minutes proved enough to clinch a first victory in six games for The Lions, and their first on the road since a 1-0 success at Fulham in August.
It was just the response manager Ian Holloway had wanted following the 5-1 thumping by Middlesbrough the previous weekend and his team showed five changes including a debut for midfielder Angel Martinez.
Skipper Danny Shittu picked up the first booking of the game, and a cheap one at that, when a shot smashed into his chest but the referee ruled that it had been handled much to the defender's clear frustration.
Thankfully Gary Gardner's resulting free-kick flew narrowly over the bar from 25 yards out, much to the delight of the 889 travelling fans behind the goal.
Lions keeper David Forde was called into action in the 25th-minute, making a splendid save to deny Jake Forster-Caskey at full stretch and then recovering quickly to gather Bruno Saltor's curling cross.
Whilst Millwall enjoyed plenty of possession, it was Brighton who carved out a couple of opportunities as the opening half wore on. Forde came to the rescue, claiming Bruno's cross after the right-back capitalised on a slip by Mark Beevers before pushing away a fierce Joao Teixeira drive that was heading for the bottom corner.
The Lions keeper was at his excellent best, and his confidence filtered right throughout the team as Holloway's men went in at the break holding a crucial 1-0 lead.
Brighton enjoyed a little spell of pressure early in the second half and Darren Bent fired into the side netting before steering a header wide of the post, but the hosts made no inroads against a Millwall back-line superbly marshalled by Shittu.
Gueye went close to adding a second for Millwall with a free-kick on 64 minutes that whisked narrowly wide whilst Martinez saw his 70th-minute drive held by Stockdale in the Brighton goal.
The home crowd became increasingly restless and their frustration was heightened by the solid rearguard action of Millwall, with Beevers brilliantly clearing off the line from Gardner and Shittu making two vital blocks in quick succession to keep Brighton at bay.
At the other end Woolford held the ball up well before slipping a neat pass through to Martinez, but the latter dragged his shot wide of he target with 11 minutes remaining.
Brighton pressed forward desperately in search of that elusive equaliser, but the introduction of Alan Dunne for the final 60 seconds and five minutes of injury-time ensured that the rock solid Lions would be able to see out the remainder of the game and claim three huge points.
Bookings: Marshall (63mins), Gardner (67mins)
Bookings: Shittu (18mins), Forde (57mins), Beevers (74mins), McDonald (81mins)
Scorer: Gregory (15mins)