Barrie McKay's 41st-minute strike condemned Millwall to defeat in their opening Sky Bet Championship match of the season at the City Ground on Friday night.
The visitors had a host of chances, hit the crossbar and had a goal controversially ruled out, but were unable to grab what would have been a more than deserved draw or better.
Lions boss Neil Harris opted for his tried and trusted 4-4-2 formation, with Jake Cooper at the heart of the defence alongside Shaun Hutchinson.
Conor McLaughlin and James Meredith debuted at full-back, whilst Cooper, George Saville and Jed Wallace made their first appearances as permanent Millwall players.
The Lions made a blistering start to life back in the second tier, but were unable to take the lead despite a host of chances. Saville, Lee Gregory and Aiden O'Brien narrowly missed the target, whilst Steve Morison crashed an effort against the crossbar.
On 23 minutes, with the visitors well on top, Gregory forced a smart save out of Forest goalkeeper Jordan Smith, with O'Brien just unable to pounce on the follow-up.
Ben Brereton's shot was well blocked by Cooper minutes later, with the Forest attacker firing just over the crossbar seven minutes before the half-time break.
At the other end, The Lions were playing some silky passing play and nearly edged into the lead, but Gregory's shot was deflected into the path of Smith.
However, just seconds later, the home side broke away and opened the scoring through McKay's shot, which went in off the post.
On 51 minutes, Millwall were presented with an outstanding opportunity to level the scores, but after Morison took advantage of a poor clearance from Smith and played in Gregory, the striker blazed over the crossbar.
With 64 minutes on the clock, the trio of Gregory, Morison and Wallace combined well, but the latter's shot was expertly stopped by Smith.
On 76 minutes, The Lions had the ball in the net after Morison turned home Wallace's cross at the back post, but referee Mr Bankes controversially disallowed the seemingly legitimate goal for an unknown reason.
Millwall kept plugging away, however, with substitute Fred Onyedinma striking low, only for his shot to be palmed away for a corner-kick by Smith. Onyedinma also missed a header from point-blank range in stoppage-time.
But, despite more possession and attempts on goal, The Lions were to undeservedly come away from Nottinghamshire pointless.
Nottingham Forest: Smith, Macienne, Traore, Murphy (Murphy 77'), McKay, Osborn (Cohen 59'), Clough, Brereton (Dowell 59'), Vaughan, Darikwa, Worrall. Subs not used: Evtimov, Lichaj, Cummings, Vellios.
Scorer: McKay (41')
Millwall: Archer, McLaughlin, Meredith, Hutchinson, Williams (Elliott 83'), Gregory (Ferguson 77'), Wallace, Morison, O'Brien (Onyedinma 67'), Saville, Cooper. Subs not used: King, Craig, Thompson, Webster.
Referee: P. Bankes