Steve Morison's 85th-minute winner secured promotion to The Championship at Wembley Stadium on Saturday afternoon in the Sky Bet League One Play-Off Final.
It was a tight game between The Lions and Bradford City, but the striker's late winner means Millwall will play second tier football next season.
Millwall boss Neil Harris was able to name an unchanged starting line-up and substitutes' bench from the 3-2 Play-Off Semi-Final second leg win over Scunthorpe United.
With a little under 10 minutes on the clock, The Lions fashioned their first chance of the game, but Morison's shot was blocked away for a corner-kick. A trio of corners followed, but efforts from Shaun Hutchinson and Morison again went over the crossbar and wide.
Jordan Archer pulled off a remarkable save at the other end on 13 minutes, meanwhile, as Billy Clarke broke clear on goal - the stopper reaching out his fingertips to tip the striker's effort wide.
The Lions had to withstand a lot of pressure during the midway point of the first half and only returned to the Bradford penalty area in the 36th minute, where they were unable to get a shot away after some good passing work. Hutchinson had an effort blocked on 39 minutes as Millwall looked to carve an opening.
Millwall fans rose in unison in the 40th minute, meanwhile, to remember Antony Murphy, who sadly passed away on Friday morning.
With 52 minutes on the clock, Lee Gregory chested down into the path of Morison, but the striker sprayed his shot wide of the post. Six minutes later, Rory McArdle headed over from a free-kick for Bradford.
On 61 minutes, The Lions had their best chance so far, as Gregory played Jed Wallace through on goal. Unfortunately, the loanee's shot was dragged wide of the upright. A succession of attacking chances and corner-kicks followed, but Millwall were again unable to breach the Bradford back-line.
As the tension rose, Millwall broke free on 79 minutes, but Morison's attempt was blocked for a corner-kick. Two minutes later, Wallace could only head over from a Shane Ferguson cross.
With four minutes remaining, The Lions took the lead. Shaun Williams' cross was flicked on by Gregory, which was in turn guided home by the hard-working Morison.
Five agonising minutes of injury-time were played, but Simon Hooper blew his whistle on a breathtaking afternoon at Wembley - Millwall are in The Championship!
Bradford City: Doyle, Meredith, Law (Dieng, 74'), Vincelot, Marshall, Wyke, Clarke (Jones, 74'), Cullen, Knight-Percival, McArdle, McMahon. Subs not used: Sattlemaier, Darby, Hiwula, Gilliead, Kilgallon.
Millwall: Archer, Hutchinson, Craig, Williams, Gregory (Butcher, 90'), Romeo, Wallace (Onyedinma, 89'), Webster, Morison, O'Brien (Ferguson, 70'), Abdou. Subs not used: King, Worrall, Thompson, Butcher, Cooper.
Scorer: Morison (85')
Referee: Simon Hooper