Blackburn were 1-0 down at half-time after Karleigh Osborne had given the hosts the lead.
However, Blackburn turned things around in the second half, thanks to a goal by David Jones and Jordan Rhodes? late penalty.
The defeat leaves Millwall just four points off the relegation zone with one game in hand but Blackburn are now five points off the bottom three at 15th in the league.
It means that both teams are one win off survival.
Millwall took the lead within 14 minutes in front of their passionate fans. Former Brentford player Osborne fired home from seven yards after turning onto a loose ball. It was his first goal for Millwall.
Blackburn barely threatened the Millwall goal until, just before half time, David Jones forced David Forde into a fingertip save with a free-kick.
However, on-loan midfielder Jones did get on the score-sheet ten minutes into the second half. He netted straight from a corner that squeezed past Rob Hulse on the line.
After Forde made another good save to deny David Dunn for Blackburn, the away side were awarded a penalty. Grant Hanley went to ground after a powerful run into the box and, though both Forde and Danny Shittu were booked for protesting the decision, the referee Gavin Ward pointed to the spot.
Rhodes sent the goalkeeper the wrong way and put Blackburn ahead on 78 minutes.
Millwall wasted a glorious chance to level things when Osborne was denied by the Blackburn goalkeeper.
Following the full-time whistle, Danny Shittu was sent off for continuing to furiously protest the penalty decision.
Source: DSG
Source: DSG