The Tigers, without a victory since they beat Leeds at the end of December, earned the points with only 45 seconds on clock when David Meyler took advantage of some poor defending to slam the ball home.
But it was a game of poor quality in south London, where the hosts offered very little until a late flurry, with James Henry missing an absolute sitter midway through the second half.
Steve Bruce's men did enough to see it out, though, and remain level on points with second-placed Leicester, who remain in the top two on goal difference.
In contrast, Millwall, who are now without a win in four games and have lost the last three, and slip further off the play-off pace.
It had potential to be a classic as the Tigers needed less than a minute to go ahead and it came courtesy of Meyler's fourth of the season when he took advantage of a poor backpass by Mark Beevers to slot home with 45 seconds gone.
That gave the visitors the perfect springboard, but they were unable to build on it as the game developed into a scrappy affair.
But their superiority began to show through and they had two good chances to double their advantage.
First Stephen Quinn sent a half-volley whistling just wide from Ahmed Elmohamady's cross and soon after Jay Simpson, a former Lions loanee, was denied by the feet of David Forde.
Millwall offered very little during a tame first-half showing with Martyn Woolford's hooked effort which went wide their best effort.
Lions boss Kenny Jackett was not happy with what he saw and made two changes at the interval, bringing on Rob Hulse and Andy Keogh for John Marquis and Josh Wright.
The changes hardly made an instant impact, but Millwall finally fashioned a fine chance to level, but it was woefully missed by Henry.
Hull's Robbie Brady missed his kick, allowing the Lions midfielder to break clear, but with only David Stockdale to beat, Henry skied his effort into the second tier.
The game began to open up in the final 20 minutes as the Lions chased a leveller and after Nick Proschwitz fired just over for Hull, Woolford had a free-kick go just off target and Stockdale made a good save from Henry's low drive.
The Tigers nearly put the gloss on the win with at the death when Robert Koren was teed up, but the Slovenian's effort was palmed away.
- Sports & Recreation
- David Meyler