But it was a great result for the Lions, who now appear to be pulling well clear of the relegation zone.
It was a scrappy affair with seven bookings - five of them Millwall players - and referee Rob Lewis added six minutes at the end to atone for time-wasting.
Millwall looked lively early on and shaded the first half on points. It was in the 12th minute that they scored what was to prove the winning goal, although 60 seconds earlier Yeovil had wasted a golden chance themselves.
Yeovil handed a debut to Peter Sweeney, who signed on-loan from Stoke City on deadline day. He played for Millwall in the 2004 FA Cup final and did some promising things early on.
Sweeney and the experienced Marcus Stewart put Chris Cohen away on the left. His perfect cross should have been knocked in by Arron Davies, but the young Welshman hooked the ball over the bar.
Millwall broke and Ben May scored what was to prove the only goal of the match.
Marvin Elliott squeezed past Nathan Jones on the deadball line and his low cross into the six-yard box found May unmarked and with the simple task of knocking the ball beyond Steve Mildenhall.
Yeovil did most of the attacking in the second half without looking particularly dangerous.
In the 62nd minute Stewart got in a good cross from the right which Leon Best headed over and three minutes later Jean-Paul Kalala burst through the middle but fired straight at Lenny Pidgeley.
Yeovil needed some craft and they got it when Lee Morris came into the action for the final 15 minutes.
He immediately set up a chance for Best, who had worked himself into a good position, but the striker shot straight at the goalkeeper.