Gary Rowett praised a "superb" response during Tuesday night's 2-1 Sky Bet Championship victory over Sheffield United at Bramall Lane.
Jed Wallace's goal gave The Lions the lead, but after Billy Sharp's penalty sent the two sides in at the break level, it looked as though a point was on the cards.
However, The Blades were reduced to 10 men early in the second-half after Morgan Gibbs-White was shown a second yellow card, before Jake Cooper's thunderous effort gave Millwall the win in dramatic circumstances two minutes into stoppage-time.
"It was a superb response," the boss told millwallfc.co.uk as he summarised events. "We asked the players for an honest and hard-working performance. We knew if we did the right things tactically then we would cause them problems.
"I think you saw for the first half hour - at a place like this, which is always difficult to come to, you know if they start brightly then it's a difficult game - we were absolutely brilliant. We've counter-attacked, we've transitioned, our front three have got in dangerous positions. I thought we were really, really good.
"I'm sure if you ask Jed, he'll say he meant the goal! He puts the ball in a good area with pace - does he mishit it? I don't know - but it's good play and we get a bit of fortune with that.
"For about 10 minutes before half-time, they began to cause us problems - and they're going to do that with the players they've got. The likes of McGoldrick, Sharp, Ndiaye, they're very good players. They dragged us out of a few areas, plus they made a change, which made a bit of a difference.
"We made a mistake before half-time, which was disappointing, because I thought we deserved to go in 1-0 up. For 10 minutes in the second-half, I was very close to changing formation and changing something, because I thought they were causing us problems.
"I haven't seen the sending off, but then that changes the game again. Now we can get in those transition areas a bit easier, but they still can cause us problems. Bart had to make a couple of good saves, and I felt we needed to take one of our moments.
"In the end, Coops' goal is a wonderful strike and deserves to win any game of football. I felt we deserved it, based on the fact that this is a tough place to come, we've lost our last game and we showed a bit of bravery."