Full-time from The Den
One fan leaving the ground described this as a '2-0 annihilation' - and he wasn't far wrong as Millwall racked up chance after chance against a Robins side devoid of confidence and lacking in any real attacking ideas or cohesion.
The stats only told part of the story as Neil Harris' men chalked up 20 shots on target to the visitors' two, the first of which was greeted by ironic cheers from the 561 travelling fans. This was a game where Millwall could have reached double figures such was their domination.
Swindon's pre-match selection crisis was well documented with the visitors missing an entire team through injury. Millwall manager Neil Harris was able to tinker with his starting line-up through choice, however, making three changes to the team that started last time out against Northampton Town in the JPT.
Carlos Edwards returned at right-back in place of Shaun Cummings, Shaun Williams took his place in midfield at the expense of Jack Powell having served a one match suspension, whilst Shane Ferguson came in for Lee Martin on the left flank. Left-back Joe Martin and George Saville were also handed League debuts having made their first start for The Lions against The Cobblers.
Harris opted for a fluid 4-4-2 system with Steve Morison and Gregory as a front two, but with O'Brien just as easily able to push further forward as an additional striker in a 4-3-3 formation.
The Lions boss had spoken before the game about the importance of remaining patient in matches, especially at home, when the home crowd perhaps expect the team to play a pressing game high up the field more so than in away games.
That patient approach was very much evident in Millwall's approach play throughout - and it paid off handsomely as Harris' charges took Town to task from the opening minute to the last.
Millwall earned the first of four first-half corners with just 57 seconds on the clock, and although Ferguson's delivery evaded everyone in the danger zone, Williams retrieved the ball and hooked it back into the mix where Mark Beevers powered a header wide of the target.
On six minutes a super cross-field ball from Saville picked out Martin on the left and the latter's delicious delivery hung in the air for Morison to attack, only to see his bullet header tipped over the bar by keeper Lawrence Vigouroux. From the resulting corner the ball found its way to O'Brien, but his shot was blocked virtually on the goal-line from Brandon Ormonde-Ottewill.
Skipper Tony Craig tried his luck from distance with a rasping, rising drive after another corner was only half-cleared by a rocky Robins rearguard. It seemed like only a matter of time before Millwall's pressure was going to pay off - and Gregory duly obliged with 18 minutes on the clock.
The move started deep in Millwall's own half when Edwards smuggled the ball out of a tight spot on the corner of the penalty area, and a sweeping counter-attack ended with O'Brien's perfectly weighted pass picking out Gregory, who took a touch before calmly slotting the ball home.
O'Brien was involved again on 25 minutes when his neat one-two with Morison on the edge of the box ended when the latter tried to place his shot beyond Vigouroux, but directed his effort too close to the keeper, who gratefully gathered the ball.
However The Lions didn't have to wait long for another chance - and another goal - when just 30 seconds later Gregory returned the favour. Picking up the ball on the right, he did supremely well to create an opening and cross for Morison, whose brave header was deflected into O'Brien's path and the young striker thrashed the ball home from 18 yards with an unstoppable shot.
Morison really put in a shift throughout and could have ended up with a first-half hat-trick in the 10 minutes preceding the break only to twice be denied by the keeper from 12 yards and then send a low drive flash agonisingly wide of the left hand post.
Swindon had no answer to a dominant Millwall performance in the opening half, and within five minutes of the second could have found themselves a further three goals behind.
Williams failed to connect properly six yards in front of goal, Ferguson was then denied by a fingertip save from the keeper - although the officials unfortunately failed to award a corner - and then Gregory picked up a sublime through ball from Williams but fired straight at the keeper in a one-on-one as the visiting defence was prised open once again.
Swindon looked every inch a team that were heading to their seventh defeat in eight games, and on another day the winning margin enjoyed by Millwall could have been far greater as the home side continued to probe, prise and cause all sorts of problems.
O'Brien's deft footwork nearly created a third for Millwall after the ball was slipped into his path by Edwards, only for the striker's toe-poke towards goal to be comfortably gathered by the keeper.
Moments later Morison released Gregory and to screams of 'hit it' from the home crowd, Gregory did just that as he drove into the penalty area, but unfortunately his effort flashed wide of the upright.
Sub Lee Martin nearly made his first touch after entering the fray an incisive one, crossing for Morison who headed into O'Brien's path six yards out. Unfortunately Vigouroux was equal to the striker's crisp first-time shot and held the ball on the goal-line.
Morison was a whisker from getting on the score-sheet himself with three minutes remaining, only to see his angled drive crash off the post into the path of Saville, who rattled the crossbar with a thunderous follow-up.
There was still time for teenage forward Alfie Pavey to come on and make his home League debut for The Lions in injury time, replacing Morison who rightly earned a standing ovation as he left the field.
Pavey's first touch - winning a header - was greeted by another huge roar from a home crowd appreciative of an excellent afternoon's work from start to finish from their team.
Millwall: Archer, Edwards, Martin, Craig, Beevers, Williams, Saville, Ferguson (Onyedinma, 66mins), Gregory (L.Martin, 79mins), Morison (Pavey 90+1min), O'Brien. Subs not used: Forde, Cummings, Webster, Thompson.
Bookings: O'Brien (21mins)
Scorers: Gregory (19mins), O'Brien (26mins)
Swindon Town: Vigouroux, Ormonde-Ottewill, Traore, Ajose, Bangoura (Stewart, 64mins), Brophy (Balmy, 46mins), Gladwin, Barry, Rossi-Branco, Ojamaa (Randall, 53mins), El-Abd. Subs not used: Belford, Marshall, Iandolo, Young.
Ref: D. Drysdale
Att: 8,524 (away 561)