Influential midfielder Dave Brammer hit a fine winner to upset Blackpool's hopes of reaching the play-offs.
Brammer got the only goal of the game just before the half-hour mark, latching on to an Ian Evatt clearance and volleying in from 25 yards.
Blackpool struggled to create clear chances, though Ben Burgess went close with a couple of efforts.
In a frantic finale Andy Morrell chipped goalwards, but Richard Shaw made a magnificent goal-line clearance.
Blackpool: Evans, Barker, Jackson, Evatt, Gorkss (Vernon 77), Gillett, Southern (Forbes 70), Fox, Hoolahan, Burgess, Parker (Morrell 62).
Subs Not Used: Rachubka, Joseph.
Millwall: Pidgeley, Senda, Shaw, Robinson, Craig, Ardley, Brammer, Elliott, Brighton (Zebroski 89), Byfield (Williams 90), Harris.
Subs Not Used: Day, Hackett, Phillips.
Goals: Brammer 29.
Ref: K Woolmer (Northamptonshire).