Adam Virgo's header gave managerless Brighton victory, hours after they parted company with Micky Adams.
Millwall's Adam Bolder went close with a long-range shot that was well saved by Michael Kuipers and Neil Harris blazed his follow-up over the bar.
Harris was denied again before the break when Kuipers kept out his effort from a tight angle.
Brighton created few chances but snatched victory on 72 minutes when Virgo met Chris Birchall's cross.
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Booked: Abdou, Whitbread, Craig.
Booked: Jarrett.
Goals: Virgo 73.
Att: 9,226
Ref: Rob Styles (Hampshire).
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