Brighton were forced to play for more than an hour with ten men after Richard Carpenter was sent off for a two-footed challenge on Filipe Morais.
Dean Cox's free-kick was turned into his own net by Marvin Williams to give Dean Wilkins his first win since taking over as caretaker manager earlier in the week.
Millwall had the best chances in the first half but wasted numerous opportunities to take the lead.
Morais had the first chance of the game for the Lions in the tenth minute but the winger chose to shoot from a difficult angle after a good run down the Millwall left instead of crossing for an unmarked Williams in the centre.
Minutes later Zak Whitbread played a pin-point cross-field pass to Neal Ardley who was waiting on the edge of the area but he lacked composure in front of goal and pulled his shot wide of the far post.
Marvin Elliott's shot from the edge of the area went wide after the Brighton defence failed to clear their area properly and they were lucky not to go one behind.
The game threatened to boil over just after the half hour-mark. Seagulls captain Carpenter made a late two-footed lunge on Morais which left referee Andy D'Urso with no choice but to show a straight red card.
Ten minutes before the break Kevin Braniff had an excellent chance to put Millwall ahead when he was played through by Morais. He beat Adam El-Abd but his shot was too weak to trouble Michel Kuipers in the Brighton goal.
Braniff had another chance before the break to give the home side the lead when he mis-hit his shot from five yards out after Williams had pulled the ball back from the by-line.
In the second half Brighton defended in numbers and cleared everything that was thrown at them.
Substitute Tom Fraser made a brilliant goal-line clearance from a Whitbread header five minutes from time.
Minutes later Cox's dangerous inswinging free-kick caused confusion in the Millwall box and was turned into his own goal by Elliot.
It was Millwall's first home defeat of the season and heaps the pressure on manager Nigel Spackman, while Brighton climb into mid-table.