Ricardo Fuller struck the only goal of the game to secure Blackpool's first win in 19 starts - and leave The Lions perilously close to the Championship drop zone.
The Tangerines went into action on Tuesday night on the back of a dire 18-game run in which they had failed to record a solitary victory.
But Fuller headed the decisive goal after 14 minutes to break Millwall's hearts in a game that saw Steve Morison and Martyn Woolford hit the woodwork and striker Morison also miss a first-half penalty.
There was to be no happy return to Bloomfield Road for Lions boss Ian Holloway, who was forced to shuffle his playing pack again with injuries robbing him of a trio of players.
In all, Ollie made four changes to the team that started against Derby County with Danny Shittu (calf), Scott Malone (hip) and DJ Campbell (hamstring) ruled out and replaced by Paul Robinson, Federico Bessone and Woolford.
The final change saw the return of Ryan Fredericks in place of right-back Alan Dunne.
In an eventful first-half Millwall did everything but score, yet found themselves trailing 1-0 at the break to Fuller's 14th-minute opener.
The Lions went close after just three minute when Morison picked up David Forde's long clearance and despatched a first-time chip from 20 yards out. The ball looped up and over stranded home keeper Matt Gilks, but bounced off the top of the bar.
Three minutes later Fredericks scampered down the right and picked out Woolford, but his diving header was blocked.
At the other end David Goodwillie nearly caught the visiting defence napping as he worked his way forward unchallenged, only to see his low fizzer smack the post and bounce away to safety.
However it was the home side who took the lead against the run of play when Tony McMahon's deep corner was eventually headed home through a plethora of players by Fuller from close-range.
Millwall had a perfect opportunity to haul themselves level just four minutes later when Morison was sent sprawling by Karl Broadfoot's clumsy challenge in the penalty area.
Referee Andy Madley booked the defender and pointed to the spot. Unfortunately for Morison, Tangerines' keeper Gilks guessed correctly, diving low to his left to save the resulting penalty.
The Lions continued to ask questions of a ponderous looking home rearguard and Woolford became the second Millwall player to hit the woodwork, this time capitalising on a slip by Broadfoot and smashing a left-foot effort against the post.
Owen Garvan fired narrowly over from distance as Holloway's men kept plugging away without any joy to go in 1-0 down at the break.
Whereas the opening 45 minutes had been a free-flowing game, the second proved to be a stop-start affair as the hosts clung on, desperately at times, to their precious lead.
Goodwillie went close to doubling Blackpool's lead on 52 minutes but the athleticism of keeper Forde denied him with a full-stretch save.
The Lions were forced to make their first sub 10 minutes after the restart when Morison, who took a knock just before half-time, was replaced by Simeon Jackson.
Holloway introduced teenager Fred Onyedinma and then Richard Chaplow for Bessone and Lee Martin in a bid to find that missing spark in front of goal.
Skipper Paul Robinson was left ruing a decent chance to level with 14 minutes remaining when he met a delicious delivery from Ed Upson, but managed only to steer his header straight into the grateful hands of Gilks.
Shaun Williams hit a crisp 84th-minute free-kick after Onydeinma had been cynically hacked down 20 yards out, and the home keeper was again equal to the effort, saving at full stretch.
But with time running out and the home team defending en masse, The Lions just could not find that crucial equaliser and made the long trip back wondering what might have been.
Blackpool: Gilks, Cathcart, MacKenzie, Broadfoot, Halliday, McMahon, Bishop (Haroun, 89mins), Perkins, Basham, Fuller (Davies, 60mins), Goodwillie. Subs not used: Osbourne, Angel, Haroun, Grandin, Dobbie, Davies, Chopra.