Gareth Taylor, Chris Shuker and Chris McCready all scored first Prenton Park goals, as Ronnie Moore's side are elevated upto fourth spot thanks to these three points.
Moore made a number of changes from the side that lost to Darlington on Tuesday, as Chris Greenacre, Paul McLaren, Ian Goodison, John Thompson and Gavin Ward all started, with Steve Davies on left-wing for the injured Kevin Ellison.
Millwall had the opening chance of the game infront of their own fans on six minutes. Paul Robinson somehow didn't score from just a matter of inches out after Gavin Ward had fumbled the ball, with the Rovers defence just managing to clear the ball.
On 17-minutes, after Rovers had had a sustained spell of pressure and possession, Gareth Taylor put the ball in the back of the net after a fine move involving Sherriff and Davies, but the assistant referee's flag was waving for offside and the goal was dissallowed.
However, three minutes later Rovers did take the lead, with Gareth Taylor again putting the ball in the back of the net, this time with his head.
Chris Shuker broke into the penalty area and played a perfect ball on to Taylor's head who netted in front of the Kop, his first goal at Prenton Park for Tranmere.
Bearing in mind that Tranmere hadn't lost in the previous two games which Taylor had scored in, things were looking rosey for Rovers.
Rovers made their advantage two goals with their next attack, after Zoumana Bakayogo had conceeded a corner somewhat needlessly. Chris Shuker swung the ball in, and after a bit of penalty area pinball, Chris McCready forced the ball over the goal line, his first goal for the club.
Despite there having only been only 28-minutes play, the two goal deficit prompted Millwall caretaker manager Willie Donachire to make a double change, as he made his intentions clear.
Ben May and former Liverpool player Zak Whitbread replaced Poul Hubertz and Bakayogo as Millwall switched to a more attacking formation.
The changes certainlly made a difference for the Lions, as May saw his free-kick go agonisingly close to the left-hand post whilst Marvin Elliot brought a save out of keeper Gavin Ward at his near post.
On 42-minutes, the visitors got the goal they were looking for, as Rovers began to remember the Huddersfield game in late September, when the opposition had come from 2-0 down to draw 2-2.
After playing a near one-two with Ben May, Chris Hackett chipped the ball over Gavin Ward into the far corner, as the teams went in with Tranmere leading 2-1 at half-time.
Millwall came close to an equaliser straight after half-time, as Williams shot straight at Ward, before on-loan Thompson sliced his 30-yard effort well wide for Tranmere.
On 63-minutes, Gareth Taylor had a chance to double his tally for the night, but he shot over from 25-yards before Shuker shot well over when it would possibly have been better for him to pass on 75-minutes.
Gareth Taylor then forced former Chelsea 'keeper Lenny Pigeley into a fantastic save after the Welsh international had broke into the penalty area following a fine lay-off from Chris Greenacre.
On 80-minutes, Carl Tremarco replaced the brilliant Steve Davies at left-midfield. The youngster had not stopped working all evening, having made some brilliant runs and put in some brilliant crosses.
John Mullin could have had a goal on 84-minutes, as he shot just wide of Pigeley's right-hand post, before Chris Shuker put the icing on the cake for Tranmere, as he scored his first league goal for the club.
A mistake from Richard Shaw, as he slipped on the greasy surface, allowed Shuker to run free and slot the ball under Pigeley's diving body to secure Tranmere the win.
The report sounds as if the game was all Tranmere, but infact it was far from it. Millwall had long sustained periods of possession, but their final ball was always lacking and as a result, they never really troubled the Rovers defence, who coped with everything thrown at them.
Jones' Man Of The Match: One person who the award will not be going to is Les Parry. How dare he ware trousers and a jumper on such a warm evening. The likes has not been seen at Prenton Park for years and years!
On to the real stuff, and everybody was fantastic for Tranmere, from Ward in goal to Greenacre upfront.
My man of the match award goes to Gareth Taylor however, as the difference he made upfront was immense. He won plenty of headers, took a lot of work rate off the shoulders of Chris Greenacre, and got himself that valuable Prenton Park. Although, in all honesty, most of the Tranmere starting XI were worthy of the award.