Alex McLeish`s side, showing seven changes, took the lead against the run of play when Matt Derbyshire outwitted the on-rushing David Forde to lob the Millwall keeper in the 17th minute.
The Barclays Premier League side increased their lead 10 minutes later when David Murphy bent a 20-yard free-kick around a packed wall before Derbyshire stabbed the ball over Forde to make it 3-0 on the stroke of half-time.
Steve Morison missed a second-half penalty just after the break for the hosts before Cameron Jerome came off the bench to head home with his first touch to make it 4-0.
Millwall grabbed an injury-time consolation through substitute Danny Schofield but the gulf in class between the two sides was evident throughout and Birmingham fully deserved the win.
Source: PA
Source: PA