Gary McSheffrey set the visitors on their way, early on in the opening period, and then debutant Jim O'Brien sealed the three points, with a stoppage time finish.
The Iron made two changes from the 1-0 victory against Southend United, as Jordan Clarke came in for Scott Wiseman and McSheffrey replaced Luke Williams.
As for the rest of the eleven, it remained unchanged. Luke Daniels started in goal, with Clarke playing in a back four with David Mirfin, Murray Wallace and Conor Townsend. The midfield three of Jamie Ness, Stephen Dawson and Neal Bishop was left intact, and McSheffrey joined Paddy Madden and Tom Hopper in a three man attack.
After a high tempo start to proceedings, it was the hosts who created the first chance of the game, inside of four minutes, when Byron Webster headed a corner goal wards. A header which looked destined for the back of the net, until Townsend made a superb goal-line clearance.
United responded quickly though, and almost took the lead themselves when Madden found an unmarked Hopper in the box. The Iron frontman swiveled, but he couldn't quite get his balance, and fired just wide.
The Iron didn’t rest on their laurels though, a mentality which soon brought reward. The home side played themselves into trouble, and Dawson was then able to win back possession, before he delivered a defence splitting pass into the feet of McSheffrey, who finished in clinical fashion.
Neil Harris' side were keen to get back on the front foot, but they struggled to find a way through a solid United backline. All they could manufacture in a prolonged spell of pressure, was a tame strike from forward Lee Gregory, and then a wayward Aiden O'Brien effort shortly afterwards.
On the break however, United threatened to go two goals up, as Madden broke down the right hand side and whipped in a ball for Hopper at the far post. It would unfortunately come to nothing though, with Lions 'keeper Jordan Archer coming out to smother.
Referee Nick Kinseley blew for half time shortly after, and in doing so, brought an end to a half in which the visitors looked a constant throughout.
Millwall started the second period well, and would have drawn level if not for a fine stop from Daniels to deny O'Brien, minutes after the resumption of play. The Iron 'keeper flew out at the feet of the striker, tipping the Irishman's shot over the crossbar in the process.
Fifteen minutes into the half, came the hosts' best opportunity of the game up until that point. Jed Wallace drove at the United defence, before he squeezed the ball past Mirfin and into the ever dangerous Gregory.
Gregory then twisted and turned in the area, but agonisingly dinked the ball fractionally past Daniels' right hand post.
The chances on the break for the visitors were still presenting themselves. With twenty minutes left on the clock, debutant O'Brien combined with Madden, who flashed a volley a few inches over Archer's goal, and into the travelling section of Iron supporters.
Greg Luer came on for his United debut with just over ten minutes left on the clock, and he almost had an immediate impact, showing some neat footwork to evade his marker, before crossing for fellow substitute O'Brien. The latter went close to sealing the game for the Iron, but his touch was a little too heavy.
The Iron's new loan signing would have the last laugh though, as he marked his debut with a goal. It seemed as though the ball was never going to hit the back of the net, as first Bishop, then Luer had efforts blocked, but when the ball fell to O'Brien on the edge of the box, he made no mistake, drilling the ball into the far corner of the goal.
United played out the remaining few minutes comfortably, and sent the travelling Iron supporters home delighted, with another three league points.
Millwall: Archer, Upson (Thomspon 45), Gregory, Nelson, Webster, Ferguson, Morison, O'Brien, Wallace, Abdou (Marquis 81), Romeo.
Substitutes not used: Forde, Martin, Edwards, Onyedinma, Beevers.
Scunthorpe United: Daniels, Clarke, Mirfin, Wallace, Townsend, Ness, Dawson, Bishop, McSheffrey (O'Brien 66), Hopper (Wootton 90), Madden (Luer 79).
Substitutes not used: Anyon, King, Adelakun, Laird.