James Henry grabbed a last-minute winner to seal Millwall's third consecutive away victory.
The visitors almost went ahead when Huddersfield's Andy Butler nodded the ball against his own bar.
Millwall broke the deadlock when Marc Laird stroked home David Martin's pass but Gary Roberts levelled from Anthony Pilkington's cross.
Alex Smithies tipped Gary Alexander's header on to the bar before Henry snatched a dramatic winner.
Huddersfield: Smithies, Holdsworth, Lucketti, Butler, Williams, Pilkington (Tom Clarke 82), Collins, Craney, Ainsworth (Jevons 85), Jutkiewicz (Booth 50), Roberts. Subs Not Used: Eastwood, Werling.
Booked: Lucketti.
Goals: Roberts 74.
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Millwall:
Forde, Abdou, Whitbread, Craig, Frampton, Henry, Laird, Bolder, Martin, Duffy (Barron 76), Alexander. Subs Not Used: Pidgeley, Harris, Grimes, Fuseini.
Booked: Duffy, Alexander.
Goals: Laird 69, Henry 90.
Att: 13,196
Ref: Oliver Langford (W Midlands).
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