Kenny Jackett's side needed a point from their final game of the season to ensure survival, but had to rely on other teams after Conor Sammon's late strike settled a tense encounter.
Crystal Palace's late comeback against Peterborough and Huddersfield's equaliser against Barnsley ultimately spared the Lions, who rarely threatened to secure their own fate.
Just three minutes had gone when the visitors were given an opportunity to settle their nerves, the ball running to Liam Trotter in space on the left of the box only for John Brayford to get back and block his shot.
Millwall's spirits would have been lifted at the break by news of Palace's equaliser against Peterborough, and the Lions looked a different side when they re-emerged - Shane Lowry and Liam Feeney testing the hosts' defence with a string of corners.
Both sides seemed content to settle for a point, and there had not been an effort of note in the second half until Lowry fizzed a 35-yard effort narrowly over the bar in the 70th minute.
With 15 minutes to go only goal difference was keeping Millwall above the trapdoor, and Derby looked to have pushed them through it when, with five minutes remaining, substitute Sammon calmly converted Jamie Ward's clever through-ball.
However, first Huddersfield and then Palace intervened to spare Jackett's side relegation to the third tier.
- Kenny Jackett
- Conor Sammon
- Liam Trotter