Bas Savage grabbed the winner to keep Millwall clear of the League One relegation zone.
Lewis Grabban's cross evaded the Yeovil defence and an unmarked Ryan Smith set up Savage for a close-range finish after 71 minutes.
Millwall keeper Rhys Evans made three saves in the first 20 minutes, keeping Scott Guyett, Martin Woods and Andy Kirk at bay.
The Lions, meanwhile, were relatively quiet in attack until Savage's strike.
Yeovil: Flinders, Alcock, Skiverton, Guyett, Lynch, Peters (Williams 22), Barry (Owusu 73), Christophe, Woods (Warne 62), Stewart, Kirk.Subs Not Used: Rose, Church.
Booked: Christophe.
Millwall: Evans, Senda, Robinson, Whitbread, Frampton, Dunne (Smith 46), Fuseini, Laird, Alexander (Savage 42), Simpson, Grabban.Subs Not Used: Edwards, Martin, Bignot.
Booked: Dunne, Laird.
Goals: Savage 70.
Att: 4,439
Ref: Rob Lewis (Shropshire).
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