It appeared the Blues were heading for a rare point on their travels when Andre Dozzell netted in the 80th minute to cancel out Mihailo Ivanovic’s opener.
However, with two minutes of normal time remaining, Ivanovic headed home Casper De Norre’s precise cross from the right for his second and Millwall’s winner.
It was more frustration for John Mousinho’s men who lost in similar circumstances at Preston in their previous away match. And here are our Pompey player ratings...
1. Nicolas Schmid - 7
Like his opposite number, had very little involvement, which says plenty about the game. Did a good late stop, though. One lovely piece of sweeper keeping in the first-half when he calmly pointed at where he would pass the ball - and did just that. Photo: Jason Brown
2. Jordan Williams - 6
(Replaced by Christian Saydee on 69 mins) Handed his first start since January, primarily through injury, and did okay. Up against Connolly and dealt with him well in one-v-one situations. Photo: Jason Brown
3. Regan Poole - 7
Brave and fearless, Poole threw himself into every challenge, with the ball hitting him in the face during one first-half block. Plays with such heart and an excellent reader of the game too. Photo: Jason Brown
4. Connor Ogilvie - 7
Great battle with Coburn and often had the better of him, winning a few fouls after nipping in front of the striker. Then slotted into left-back with the minimum of fuss when Blues were chasing the game. Ending the season like a train. Photo: Jason Brown