Carlisle secured the win they needed and avoided relegation at the expense of Northampton who lost at Leeds.
Player-coach Graham Kavanagh fired the Cumbrians ahead from 30 yards with a stunning right-foot shot.
Neil Harris hooked over as Millwall showed they would not roll over but Paul Thirwell hammered in from 20 yards to ease the home fans' nerves.
Gary Alexander headed against the bar for Millwall before news of Town's 3-0 defeat at Leeds reached Brunton Park.
Carlisle: Williams, Raven, Keogh, Murphy, Harte, Cleveland Taylor, Kavanagh, Thirlwell, Neal, Anyinsah, Dobie (Graham 79). Subs Not Used: Lumsdon, Kane, Madine, Morris.
Booked: Murphy.
Goals: Kavanagh 7, Thirlwell 50.
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Millwall:
Forde, Dunne, Frampton, Craig, Barron, Grabban (Martin 58), Bolder (Laird 58), Abdou, Henry, Alexander, Harris (Price 46). Subs Not Used: Pidgeley, Duffy.
Att: 9,470
Ref: Neil Swarbrick (Lancashire).
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