Millwall produced some spirited play at times but little went right for them on the day.
The visitors could not capitalise on a bright start with Ahmet Brkovic having a shot blocked and home keeper Danny Coyne saving from Jay Simpson and Brkovic.
Tranmere went ahead with their first chance on ten minutes. Shane Sherriff turned a Steve Jennings shot following a Paul McLaren corner past keeper Rhys Evans from 12 yards for his third goal of the season.
Sherriff blazed over soon afterwards and a 25-yarder by McLaren was held by Evans.
Coyne in the home goal was forced to turn an angled shot by Gary Alexander for a corner after 23 minutes.
Two minutes later it was the turn of Evans to make a good stop from an Ian Moore header.
Brkovic put in some good work in midfield for the Lions but found no joy in front of goal with Marc Laird and Gary Alexander missing the target ahead of the break.
Tranmere blew hot and cold but Sherriff and Jennings were in the thick of the action and Ian Goodison and Anthony Kay stood firm at the back.
Rovers doubled their lead in first-half added times with Moore turning Andy Frampton from Sherriff's pass to beat Evans from 12 yards for his first home goal since his return to the club.
The Lions sent on Danny Senda at the start of the second period for Scott Barron, but it was Tranmere who continued to mount the more dangerous challenge.
Evans saved at the second attempt from Chris Greenacre on 50 minutes.
But in a snap effort, Brkovic almost surprised Coyne short of the hour.
Millwall made their second change with Adrian Forbes giving way to Neil Harris, but it was Tranmere who went close to a third with Greenacre denied by a smart reaction save from Evans.