Lewis Grabban's goal stopped Luton earning a first win under Mick Harford.
The hosts had to weather an early storm from the Lions as David Martin, Zak Whitbread and Marc Laird went close.
But Luton took the lead when a dangerous Dean Morgan cross was met with a thumping header from Paul Furlong in the 19th minute.
Millwall hit back 20 minutes later with Luton goalkeeper Dean Brill at fault, missing Martin's corner and allowing Grabban to easily nod in from 10 yards.
Luton: Brill, Perry, Keane, Jackson, Emanuel (Goodall 23), Morgan (McVeigh 84), Bell, O'Leary, Spring, Talbot (Andrew 80), Furlong.
Subs Not Used: Charles, Beavan.
Goals: Furlong 19.
Millwall: Evans, Senda, Bignot, Robinson, Whitbread, Martin (Forbes 73), Simpson, Fuseini (Brkovic 58), Laird, Alexander (Savage 58), Grabban.
Subs Not Used: Edwards, Frampton.
Goals: Grabban 39.
Ref: Andy Woolmer (Northamptonshire).