Sunderland needed the help of a fortunate own goal to overcome last season's bogey side and move back into the top six of the Coca-Cola Championship.
Millwall completed a league double before denying the Black Cats a place in the FA Cup Final and for long periods again looked capable of at least avoiding defeat in dreadful conditions.
Frequent heavy showers made conditions difficult and played a part in skipper Kevin Muscat turning the ball into his own net in the 69th minute.
Substitute Michael Bridges, making his first appearance since returning to the Stadium of Light after five years, found Carl Robinson who brought in Liam Lawrence and the other substitute's dangerous cross was turned past goalkeeper Graham Stack by the hapless Muscat.
Otherwise Sunderland struggled to break down a sound defence and only a brilliant save in the last few minutes denied player-manager Dennis Wise from snatching an equaliser.
Millwall survived early intense pressure from the home side missing suspended defenders Gary Breen and Stephen Wright and forced to experiment up front with on-loan Leeds striker Simon Johnson and teenager Chris Brown.
A great move down the left between George McCartney and Julio Arca ended with the ball flashing across the face of an open goal and then a fierce Dean Whitehead drive flashed just wide.
An Arca free-kick was also close to breaking the deadlock and Matt Lawrence almost turned the ball into his own net as the Black Cats kept up the pressure.
Millwall, however, had the best chance of the half in the 29th minute. Jo Tessem, on loan from Southampton, had his close-range shot blocked by Jeff Whitley and astonishingly Mart Poom palmed the rebound from Mark McCammon against the bar when is seemed easier to score.
Johnson went clear just before half-time only for the ball to be deflected behind for a corner.