Not only did they clinch a FA Cup fourth round visit to in-form Premier leaguers Southampton by seeing off Cambridge in a replay, but they showed that a play-off place is not beyond them.
Boss Mark McGhee did not see it that way however as he feels that his squad is down to the last 16 or 17 players and any more injuries would stretch them further.
In contrast Grimsby player-manager Paul Groves, who had seen his side crash out of the FA Cup in a 4-0 replay defeat at Burnley, said that it was not an acceptable performance especially at home.
Millwall grabbed the lead just before half time through that old warhorse Steve Claridge.
If the first half was even there was no denying that the Lions dominated the second halfThey spurned several chances to put the game out of Grimsby's reach before a foul by Grimsby skipper John McDermott on Steven Reid gave man-of-the-match Claridge the opportunity to seal victory by sending keeper Danny Coyne the wrong way.
That came on 83 minutes and added to the lead Claridge had given Millwall after 42 minutes.
The veteran striker tucked the ball in from close range after midfielder Dennis Wise had turned Reid's whipped in free kick goalwards.
Grimsby's Tony Warner in the Millwall goal was equal to them and he was not seriously extended in the second period.
Had Claridge's brilliant 70th minute volley gone in instead of crashing back off the bar it would have put Grimsby out of there misery long before they finally did.
Boss Mark McGhee praised Claridge saying: "He is tireless and never ceases to astound you. Steve is different class and an example to them all, he has good natured banter with the opposing fans and enjoys the stick they give him."As far as Grimsby were concerned manager Groves admitted it had been a chance wasted to put daylight between them and the teams below them: "We didn't play particularly well and that was not acceptable for a home performance.
"We allowed them to dictate and take the sting out of the game we did not overly work their keeper although neither did they to be fair. We need to give the fans something to get behind us. If we serve up something that is not acceptable they have every right to show their feelings."And Groves concluded that homes games were going to be especially big between now and the end of the season and thy could not afford to waste them