Gary Alexander's second half strike ended Cheltenham Town's four-match winning sequence at Whaddon Road this evening.
The home side rallied late and went close to snatching a late leveller, but despite the side's recent run of good form Cheltenham found the going tough and failed to create enough chances to trouble the Millwall goalkeeper.
The south Londoners now go above the Robins in Coca-Cola League One on goal difference, although they remain outside the drop zone tonight.
Keith Downing kept faith with the side that started the game against Carlisle United four days ago. The sole change to his teamsheet came on the substitutes bench, where Adam Connolly came in for Paul Connor.
Alexander operated as the lone ranger for Kenny Jackett's side, and the Lions' striker forced the first save of the game after he was played in by Scott Barron with nine minutes played.
The home side fashioned their first opportunity of the evening with Alan Wright off the field receiving attention for a head injury he had picked up in the 16th minute. The left back returned five minutes later sporting a dressing on his left temple but while he was being patched up, Steve Brooker had picked it up in a central position and released a strike from 25 yards that flew over the crossbar and into the travelling contingent of supporters.
Senior sports therapist Ian Weston had a busy first period, because David Bird required treatment to a nose injury he picked in a challenge with Adrian Forbes. Referee Mr Whitestone awarded Cheltenham a 20-yard free-kick for the infringement but Wright blasted it into the defensive wall.
Cheltenham had moved the ball well throughout the first half, with Michael D'Agostino and Andy Lindegaard looking lively on the flanks but they lacked a final ball which could have undone a nervous-looking Millwall defence.
At the other end, midfielder Dave Brammer handed head ballboy Pete Greenwood an industrious opening 45 minutes, sending three wild efforts over the C&G Stand while Ali Fuseini did rather better in finding the target as the half drew to a close although Shane Higgs held on to his 20 yard shot.
Bird failed to emerge for the second half, presumably as a result of the injury to his nose so Connolly deputised in central midfield while Millwall made a change of their own, replacing Lewis Grabban with Ahmet Brkovic.
Forbes forced Higgs into the first save after the restart, stretching the number one from 25 yards but the breakthrough arrived in the 55th minute, and it came via a familiar source.
Gary Alexander had scored for three clubs - Leyton Orient, Exeter City and Hull City, against Cheltenham Town and added his current employers to the list 13 minutes shy of the home side's slub record for not conceding a goal in the Football League.
Brammer centred from the right touchline and the striker and met it with a firm header at the far post and became the first player to beat Higgs for the first time in 446 minutes of football.
Damian Spencer was sent into action ten minutes after the goal, relieving D'Agonstino of his role on the right of midfield, but it was Millwall who carved the next opening when Senda's delivery from the right was directed on target by Fuseini's diving header, although Higgs was alive to the danger and turned it around for a corner that came to nothing.
Then Gillespie's long ranger missed the angle of the frame by a foot after some excellent work by Connolly to tee up the striker.
Spencer was pushed up alongside Gillespie and Brooker as boss Downing went with three in midfield for the remaining 20 minutes, but the south Londoners had numbers behind the ball and frustrated the Robins.
Forbes meanwhile drew another save from Higgs, this time falling to his right to gather a low 20-yard drive.
Midfielder Scott Brown was given ten minutes to make a difference at the expense of Lindegaard, but a committed effort at the close contrived a late Spencer effort from distance, which drifted well wide and a Gavin Caines header which was comfortably taken by goalkeeper Rhys Evans.
The number one then needed to be sharp to deny Gillespie at the death, while Spencer's header from the resulting corner was pushed onto the post in the final seconds. Then Marcus Bignot cleared Brooker's last ditch effort off the line with the last touch of the game.
CHELTENHAM TOWN (4-4-2): Higgs; Gill (c), Caines, Gallinagh, Wright; D'Agostino (Spencer 64), Russell, Bird (Connolly 46), Lindegaard (S.Brown 80); Brooker, Gillespie. Subs not used: S.P.Brown (Gk), Wylde.
MILLWALL (4-3-3): Evans; Senda, Robinson (c), Frampton, Barron; Brammer (Bignot 86), Fuseini, Forbes (Dunne 89); Grabban (Brkovic), Alexander, Simpson. Subs not used: Harris, Edwards (Gk).
REFEREE: D.Whitestone (Northamptonshire)
ATTENDANCE: 3,812 (182 from Millwall)