The League One side looked like they would be forced into a replay after they were frustrated by their League Two opponents, but strikes from Lewis Grabban, Neil Harris, and Ashley Grimes inside the final 15 minutes saw them through.
It could have been so different for Chester who had a number of good opportunities throughout the game, the best coming on 19 minutes when Anthony Barry's through ball played in Ryan Lowe, but with David Forde off his line, the striker lifted his shot over the keeper but just cleared the bar.
Jermaine Easter snatched at a chance two minutes later pulling his effort well wide of the post from eight yards out and Ali Fuseini stung the hands of John Danby with a good hit from 20 yards which the keeper did well to parry.
On 25 minutes Eddie Johnson should have done better with a headed opportunity after a good cross from James Vaughan, which the striker could only glance on, when a firm header would surely have troubled the keeper.
The home side were forced into a change on 33 minutes as Damien Mozika hobbled off to be replaced by Laurence Wilson.
Chester made a bright start to the second period, with Kevin Ellison heading wide from an outswinging cross from Barry and Kevin Roberts shooting over after the Millwall defence failed to clear the ball.
Harris headed wide from a corner for the visitors, whose striker Grabban was fortunate to escape a caution following his late challenge, well after the ball had been cleared, which left Wilson needing lengthy treatment.
And Grabban took advantage, poking the ball home from close range, after Danby had saved Andrew Frampton's header.
The game was made safe 11 minutes from time when Chris Hackett's right-wing cross was expertly brought down on his chest by Harris, who coolly slotted past Danby.
David Martin hit the bar for the Lions late on and deep in added time, a fine strike from 20 yards out by Grimes gave the scoreline a rather flattering look.