New signing Dave Martin hit the winner in the 54th minute with a blistering freekick after Gary Alexander had levelled the scores shortly before half-time to cancel out Nick Bailey's 9th minute opener.
And The Shrimpers' evening went from bad to worse when former Millwall target Darren Scannell was dismissed for a lunge on Zak Whitbread.
After the game, the Millwall boss couldn't hide his delight with his new signing.
"Dave played really well tonight," he told the club's official site. "I had to be patient to get him and I'm so pleased we've got him here because he gives us balance and shape.
"But it's just the way our luck is going that he might be out with a groin injury. Hopefully it's not too bad but we'll have to see.
"It was a bit tight at the end", he continued. "Rhys Evans took a great ball on the edge of the area right at the death. But we had more chances to add to our lead. Scoring the third would have made it more comfortable but overall it was a good performance, especially the second half."
The result - The Lions first league win at home in 2008 - move's Jackett's men out of the relegation zone at the expense of Gillingham, who's game was called off due to fog.