Millwall secured their first victory of the season to reach the second round of the Carling Cup.
The home side had the better of the first half before Barry Hayles fired into the roof of the net from Josh Simpson's cross on 55 minutes.
Millwall continued their dominance with Ben May, Don Hutchison and Simpson all having efforts on goal.
And the win was sealed five minutes from time when Carlos Fangueiro headed home with five minutes to go.
Millwall: Jones, Dunne, Paul Robinson, Phillips, Vincent, Igoe, Morris (Hutchison 66), Livermore, Simpson, May (Elliott 90), Hayles (Fangueiro 79).
Subs Not Used: Serioux, Craig.
Booked: Simpson.
Goals: Hayles 55, Fangueiro 85.
Bristol Rovers: Shearer, Hinton, Anderson, Elliott, Lescott, Campbell (Williams 67), Hunt, Disley (Carruthers 82), Ryan, Louis (Walker 53), Agogo.
Subs Not Used: Bass, Forrester.
Booked: Hinton, Agogo, Elliott.
Att: 3,079
Ref: C Penton (Sussex).