Super sub Neil Harris did the damage, keeping his head when he found himself onside to socre his first goal from open play this season but the win was tainted by Tim Cahill's sending off at the end of the game.
The Lions had earlier taken the lead through Paul Ifill only to be pegged back ten minutes later through a Steve Staunton penalty and the game looked to be heading for a draw before a goalmouth scramble saw the ball cleared by the Sky Blues defence only for Matt Lawrence to lob the ball back into the box. But while the Coventry City defence stopped to look for an offside flag that never came, Harris took his time to neatly dispatch the ball past Scott Shearer in the opposition goal.
Coventry could feel hard done by that they didn't come away with at least a point but in a game marred by fussy referee Phil Joslin it could be argued that they got their just reward for their diving antics which saw several Lions booked, one sent off and a penalty awarded for one of the most blatant pieces of play acting you are likely to see this season.
Millwall were poor in the first half and found it hard to get going against a Sky Blues side who did everything but score. Player-manager Gary McAllister hit the post on 18 minutes before being denied by Tony Warner from a freekick while all the Lions had to offer in return was a 30-yard drive from David Livermore.
The frustration was beginning to tell on the home side and shortly before the break Tim Cahill and Noel Whelan got into a scrap with each other which saw some of the crowd turn on Whelan. Captain Dennis Wise proved his leadership qualities to calm the situation down and making the two players kiss and make-up on the pitch.
But this little incided kick-started The Lions into life and after the break Whelan was thwarted twice in quick sucession by the Shearer in the Coventry goal. Millwall's relentless pressure finally paid dividents when a Tony Craig long throw cause mayhem in the six yard box and Ifill whacked the ball home at the second attempt.
Bob Peeter went close to doubling the lead before the Sky Blues got back into the game when Matt Lawrence was adjudged to have tripped Steve Staunton, who fell down like a sack of spuds before picking himself up to dispatch the penalty.
Millwall boss Mark McGhee responded by throwing on Abou Fofana and Neil Harris and the move paid off as the two combined to cause havock down the left.
The Lions looked in control after Harris netted his thrid goal of the season but then Cahill was sent off for a second bookable offence, allowing Coventry to press forwarded in an ill-fated attempt to equalise for a second time.
Millwall Mad Ratings:
Tony Warner 8 - Another good display from the Lions keeper
Matt Lawrence 6 - A decent outing, unlucky to concede the penalty
Tony Craig 6 - Still looks nervous at the back
Tim Cahill 7 - An incident-packed game for the Aussie
Paul Robinson 6 - A shakey return to the first team
Darren Ward 7 - Another fine performance
Dennis Wise 7 - Showed his leadership qualities
David Livermore 6 - Competent if unspectacular
Bob Peeters 5 - Another poor game from Big Bob
Noel Whelan 8 - Showed he cared and was unlucky not to score
Paul Ifill 7 - Scored the first but could've done more
Abou Fofana 7 - His speed worried the Coventry defence
Neil Harris 7 - Turned the game once again
Andy Roberts 6 - Shored up the midfield late on