Bradford won't be looking forward to coming back to the Den for Tuesday night's FA Cup second round replay after they were outplayed, with former Chelsea midfielder Filipe Morais scoring the first and Darren Byfield making it two from the penalty spot.
Morais' goal was his first in professional football and he was part of an outstanding performance from a Millwall midfield who had mysteriously under-performed as the Liobns slipped to 21st in League One before this game.
Millwall started brightly but should never have been allowed to score their opener on six minutes. A long throw-in from Danny Senda was flicked on by Ben May and the Bradford defence were like statues as Morais stole in to head past Donovan Ricketts for his first professional goal.
Bradford's 278 travelling fans had nothing to cheer about as the home side poured forward with Marvin Elliott and Alan Dunne winning everything in the middle.
The Lions looked like scoring again on 22 minutes when May rose well after a cross from Elliott but could only direct his header wide of the left-hand post.
Millwall made their possession count on 33 minutes when Morais put Byfield through with a clever pass over the top. The striker shimmied past Richard Edghill and forced the Bantams right-back into a clumsy lunge that gave referee Patrick Miller no choice but to point at the spot.
After Dunne and Elliott seemed to argue over who would take it, Byfield grabbed the ball and fired the penalty high and right into the Bradford net.
Millwall retained their dominance throughout the second half with Chris Hackett looking dangerous on the right.
They almost scored when Bradford left-back Ben Parker inexplicably powered a header towards his own goal and was lucky to see it cannon off the inside of the post.
Byfield almost added a second late on but his shot was cleared off the line.