Rovers overcame the disappointment of conceding an early Karleigh Osborne goal to put in a strong second half display that saw James Henry put the ball in his own net from David Jones' corner kick before Jordan Rhodes scored from the spot after Grant Hanley's sparkling run.
Milllwall pressed for a late equaliser but Rovers stood strong to put them within touching distance of npower Championship safety.
"We are delighted with the reaction of the players after Saturday," said Gary Bowyer post-match.
"We withstood the first 20-25 minutes onslaught from Millwall when they were very good at what they did. I didn't think it was a foul for their free-kick but there you go.
"After that we got a foothold in the game and the lads were magnificent in the second half, that was a hell of a performance.
"We passed it round superbly and we asked them to be brave and they were, everybody wanted the ball.
"We got a bit of luck maybe with the first goal and then what a stunning run from Grant Hanley.
"Grant was outstanding tonight and the run typified his performance.
"It was a hostile environment, the Millwall fans never let up, they support their team very well, but our lads withstood that and they had a good backing. We had 240 fans here tonight and I can't thank them enough for that and I hope their journey home is all the more sweeter now.
"We've now to recover quickly, we've picked up some more injuries and we go again to make sure we can be mathematically safe on Saturday."
Rovers are back in action against Crystal Palace at Ewood Park this Saturday in the final home game of the season.
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