Full-time from the Riverside StadiumMillwall remain deep in relegation trouble as goals from Patrick Bamford (25mins), Kike (29mins) and Jelle Vossen (78mins) sent Middlesbrough to the top of the Championship table and left The Lions six points from safety.
The home side responded and had three bites at the cherry as they in turn pressed for the opening goal. Kike headed straight at David Forde from a central position, Albert Adomah saw his effort blocked by Jimmy Abdou - making his 250th appearance for The Lions - and then Lee Tomlin was denied by Alan Dunne before Shaun Williams cleared the follow-up off the line.
Grant Leadbitter powered a header over the bar early in the second half following some neat wing play by former Barnet wideman Adomah Adomah, who also drew a smart save out of Forde with a stinging drive that the keeper did well to hold.
The Lions really struggled to get bodies forward to support Gregory and Gary Taylor-Fletcher, but did produce the move of the match shortly after midfielder Ed Upson had entered the fray. A slick five-man interchange sw the ball worked to the sub, who hit a crisp 20-yarder that flashed a whisker wide of the right upright.
However any faint hope of a barnstorming finish by Holloway's side were crushed almost instantly when Boro sub Vossen wrapped up the win with a simple finish from close range after Forde had denied George Friend.
Middlesbrough: Konstantopoulos, Friend, Fredericks, Gibson, Leadbitter (Forshaw, 82mins), Clayton, Kike, Tomlin (Vossen, 73mins), Bamford (Wildschut, 83mins), Kalas, Adomah. Subs not used: Ripley, Whitehead, Reach, Woodgate.
Millwall: Forde, Abdou, Dunne, Hooiveld, Harding, Tonge (O'Brien, 80mins), Williams (Upson, 65mins), Woolford, Fabbrini, Taylor-Fletcher, Gregory (Fuller, 65mins). Subs not used: King, Nelson, Beevers, Angel.
Booking: Abdou (72mins)
Att: 16,078 (away 162)