Warren Feeney's first Luton goal at Kenilworth Road put Town ahead early on and after the Lions equalised immediately after half-time thanks to some slack home defending, Curtis Davies earned the points with a close-range finish in the 78th minute.
With the game kicking off at noon, the win put Hatters above previous leaders Sheffield United at the top of the pile before the Blades' later start at Crewe.
Town kept the same starting 11 that beat Leicester just two days ago as Steve Howard served the last of his three-game ban following his red card at Stoke.
Millwall made four changes to the side that lost 2-1 to Ipswich on Saturday as they lined up with five across midfield and with ex-Luton loan player Sammy Igoe operating just behind lone front-man Ben May.
The Hatters started brightly as the visitors sat back and Steve Robinson was first to threaten when he curled a right-footed effort just over the bar in the ninth minute after Feeney's neat lay-off.
Three minutes later Town were ahead when Jamie Vincent struggled to head clear a long Paul Underwood pass and as the ball dropped, Feeney took one touch before despatching a fierce right-footed drive into the bottom corner from 22 yards for his second of the season.
The hosts continued to dominate possession without creating any clear-cut openings and subdued Millwall had to wait until the 28th minute for their first attempt on goal - a wayward 25-yard strike from May that sailed high and wide.
A rare Lions foray forwards saw the visitors chalk up their first corner in the 35th minute and from Vincent's flag kick, Paul Robinson ghosted in to head just over from eight yards.
As Luton struggled to make inroads into the packed Millwall defence, the visitors slowly improved and registered their first shot on target five minutes before the break when May's 30-yard strike from Jody Morris' touched free-kick was comfortably held by Marlon Beresford.
Boosted by their end to the first half, Millwall then equalised 40 seconds after the break as sleepy Luton must have thought they were still in the dressing room.
Dean Morgan took far too long on the ball near to his own corner flag, allowing Marvin Elliott to nip in and cross for May to turn the ball home from six yards with the Town defence completely static.
The Hatters responded almost immediately as Ahmet Brkovic had a headed goal disallowed for offside in the 47th minute after converting Kevin Nicholls' left-wing free-kick.
And they pressed again as Enoch Showunmi raced on to a Morgan flick-on in the 54th minute and pulled the ball back for Robinson to see a 12-yard shot smartly blocked by Andy Marshall.
But Millwall came back and Morris volleyed past the post from 20 yards two minutes later after another Vincent corner had only been cleared to the edge of the penalty area.
With Luton beginning to run out of ideas, boss Mike Newell gambled in the 67th minute by brining on centre-half Chris Coyne in place of Showunmi - who had only been playing after having a pain-killing injection for an instep injury.
The hard-working Robinson went close again in the 75th minute after Feeney, running into the left-hand channel on to Nicholls' diagonal ball, pulled the ball back for Underwood to cross first time allowing the Irishman to power in a diving header from 14 yards that was held by Marshall.
The winner came 12 minutes from time when Brkovic contested Nicholls' free-kick from the right and the ball fell for Davies to sweep home from five yards for his first of the season.