Full-time from The Den
Lee Gregory fired The Lions ahead from the penalty spot in the 13th-minute and Aiden O'Brien doubled the home side's tally in the third minute of first-half injury-time.
Defender Byron Webster drilled home a third seconds after the restart as Neil Harris' charges showed no hangover from their Play-Off Final heartbreak in May.
Poor Oldham had already been forced to make an early defensive change with Jamie Record hobbling off to be replaced by Josh Law in the 11th-minute and just two minutes later, Millwall converted their early pressure into the opening goal of the game.
Midfielder Ben Thompson skipped past a couple of players into the penalty area before he was sent crashing to the ground by a clumsy Cameron Burgess challenge. Referee Roger East had no hesitation in pointing to the spot and last season's top scorer Gregory nonchalantly stroked home the resulting penalty past the wrong-footed Connor Ripley.
The Lions had a loud shout for a second penalty waved away barely two minutes when Steve Morison's shot appeared to hit the stray arm of an Oldham player, much to the relief of the visitors.
Millwall kept their foot on the gas in an excellent opening 45 minutes with Thompson's low goal-bound drive deflected for a corner and a Morison header from Worrall's corner forcing Ripley into a flying save to deny the striker.
A stinging left-foot shot from O'Brien flashed a foot wide before Gregory saw an audacious 40-yard lob drop onto the roof of the net with Ripley furiously back-peddling as Harris' men prised and probed in search of a second goal.
That goal duly arrived deep into first-half injury-time with a thumping finish on the turn from O'Brien after Tony Craig had headed on another inviting Worrall corner from the right.
The cushion of a two-goal lead was extended to 3-0 with many spectators still taking their seats at the start of the second-half. Worrall, excellent throughout, was again involved, this time whipping over a corner from the right that defender Webster steered home at the back post through a crowd of players.
Oldham really did face a mountain to climb now, but the visitors did enjoy their best spell of play following the introduction of subs Marc Klok and Darius Osei, both of whom went close to reducing the arrears.
Klok tried to sneak a curling free-kick past Jordan Archer, but The Lions' stopper did well to scramble across his goal and gather low at the near post before Osei worked an opening, but then rolled his shot wide from 12 yards.
Millwall remained a threat, however, with some superb interplay between Worrall and Morison deserving of a third goal as the match entered the final stages.
Workaholic midfielder Thompson was denied a fourth goal for The Lions with a cracking left-foot effort that took a deflection into the hands of keeper Ripley, but the damage had already been done and three points comfortably secured as the season got off to a near-perfect start.
Scorers: Gregory (13mins, pen), O'Brien (45+2mins), Webster (46mins)
Oldham Athletic: Ripley, Wilson, Burgess, Clarke, Reckord (Law, 11mins), Fane, Green, Banks (Klock, 68mins), Flynn, Erwin (Osei, 60mins), Mckay. Subs not used: Kettings, Edmundson, Croft, Cassidy.
Ref: R. East
Att: 9,787 (away 312)
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