Two first half goals consigned Cheltenham Town to defeat in their first ever visit to the New Den.
Darren Byfield and Tom Brighton did the damage during a first 45 minutes in which little went right for the Robins.
Passes went astray, defenders got in each other's way and while the first goal had a mark of quality about it, the second one was certainly avoidable.
A half-time re-organisation resulted in a much more cohesive second half display but with two goals already in the bag, Millwall were in no mood to surrender their advantage and the Londoners defended with a high degree of efficiency.
Cheltenham manager John Ward reverted to the 4-5-1 shape that had served the team so well in the last away game at Tranmere Rovers. Kayode Odejayi played up front as a lone striker with both Paul Connor and Steven Gillespie ready to come on from the bench.
Adam Connolly returned to the centre of midfield in place of Connor and the only change from last week was the replacement of stomach illness victim JJ Melligan with young wide player Sosthene Yao.
The match began with the 377 Cheltenham supporters behind the goal in fine voice, cheering on their team which was playing away from them towards the other end.
And it was the Robins who had the first good chance of the game with only four minutes played when Connolly broke forward from midfield and tried a shot from the edge of the box that Lenny Pidgeley, a goalkeeper on a season-long loan from Chelsea, flew to push aside for a corner.
Five minutes later, Shane Duff jumped athletically to reach a John Finnigan corner but powered his header wide of the target from 10 yards out.
Much travelled former Aston Villa trainee Darren Byfield was looking lively for the home side in the opening stages and he had their first chance of the game on 10 minutes, cutting inside from the left but shooting high over the bar.
The same player had an even better chance three minutes later when Michael Townsend and Keith Lowe got into a right tangle trying to deal with a long ball from Millwall left-back Tony Craig.
Byfield was left with only Higgs to beat but the Cheltenham goalkeeper charged out quickly then got down well to deflect the shot wide for a corner.
Cheltenham's communication problems continued with Duff clattering into Higgs as he came out to collect a cross from Tom Brighton. Townsend came to the rescue with a rushed clearance but the ball travelled only as far as Marvin Elliott, who found Byfield with a pass into the box but once again the diminutive striker was off target with his shot.
Pidgeley held an 18-yard shot from Odejayi after a sharp touch and turn from the big striker but it was Byfield who finally broke the deadlock with his third clear chance of the match on 33 minutes.
It was a classic sweeping move from the Lions, begun by midfielder Dave Brammer who found wide man Tom Brighton out on the left. Brighton's excellent, outswinging cross was met by the head of Byfield and although Higgs got a hand to it, he was unable to keep the ball out of the net.
Striker Neil Harris spun and fired a shot over the bar from another Brighton cross as Millwall continued to look the more capable going forward.
Connolly volleyed into the arms of Pidgeley from an Odejayi flick-on and Odejayi thumped one high from the edge of the box as the Robins tried to make their extra man in midfield count in the minutes leading up to half-time.
But three minutes before the break Millwall extended their lead with a simply executed goal. Neal Ardley lifted a ball over the Cheltenham defence which had not pushed up in a straight line. Byfield was in an offside position but not interfering with play so Brighton was able to rush through and plant a shot beyond Higgs.
Steven Gillespie replaced Yao for the second half with Connolly moved out to the right-hand side in order to match Millwall man-for-man and provide an extra option in attack.
Shortly afterward, fit-again David Bird replaced Jerry Gill with Craig Armstrong switched to the left-back position.
Bird's first touch was a shot from the edge of the box that skidded wide and Cheltenham continued to pressure the home defence without finding a way past them.
At the other end, Harris sent a diving header wide from a Byfield cross but Millwall were content to keep their shape without over-extending themselves to attack.
Gillespie blasted a shot high from the edge of the box then got himself yellow carded for a late challenge on Millwall right-back Danny Senda.
With 14 minutes left, Paul Connor went on to form a three man attack but still there was no way past a determined and well organised Millwall defence and the game drew to a close with Cheltenham left to try and find out why things went so wrong in the first 45 minutes.
MILLWALL (4-4-2): Pidgeley; Senda, Robinson, Shaw, Craig; Ardley (Dunne 76), Elliott, Brammer (Hackett 86), Brighton (Zebroski 76); Byfield, Harris. Subs: Day, Hubertz
CHELTENHAM TOWN (4-5-1): Higgs; Lowe, Townsend, Duff, Gill (Bird 50); Yao (Gillespie 46), Finnigan, Connolly, Armstrong, Spencer (Connor 76); Odejayi. Subs not used: Brown (Gk), Caines
REFEREE: N. Kinseley (late replacement for A.M. Penn)
ATTENDANCE: 10,261