The Valiants took the lead in the 11th minute when Leon Constantine supplied a looping cross from the right to find Danny Whitaker arriving at the back post who finished superbly with a half volley that crashed in off the under side of the crossbar.
Joe Anyon was called into action for the first time in the 17th minute when some half hearted defending allowed Neil Harris to sneak in a header that the young goalkeeper was forced to parry.
Vale should have made it two after half an hour when Akpo Sodje's flick on was brought down brilliantly by Constantine but his final shot was poor, falling straight into the arms of Lenny Pidgely.
The Lions came close to an equaliser five minutes before the break when Harris fired a powerful shot towards goal, but despite beating the goalkeeper, the top of the crossbar denied the striker.
The home side doubled their lead in the 54th minute when a huge goal kick from Anyon bounced over the Millwall defence to find Sodje waiting and he lobbed an out of position Pidgely with a scrappy header.
Willie Donachie's men refused to lie down and continued to push for a goal with substitute Ryan Smith providing an excellent cross for Harris but the former Nottingham Forest player failed to find the net.
Danny Sonner almost grabbed his second in consecutive home games when he struck a 25-yard drive that had the goalkeeper beaten but not the post in the 71st minute.
Frustrations came to a head 11 minutes before the end when, after a minor collision between Jason Talbot and Smith, the Vale left-back looked to have swung a leg in the direction of his opponent's head to earn himself a straight red card.