On-loan striker Nathan Delfouneso came off the bench to fire managerless Blackpool to a first home victory since December with a stoppage-time winner.
Millwall had taken a slightly fortuitous lead when James Henry scored straight from a corner.
The Seasiders levelled after the break when Tom Ince slammed home his 17th goal of the season.
And in the dying moments, Delfouneso got in behind the Lions defence and planted a cool finish past David Forde.
The Lions goalkeeper believed the on-loan Aston Villa forward had used his hand to control the ball, but the goal stood.
And Millwall were left to bemoan their luck again when Shane Lowry crashed a vicious volley off the woodwork with virtually the last kick of the game.
There was a sombre tone before kick-off as the Tangerines paid tribute to BBC Radio 5 live commentator David Oates, who died suddenly last weekend .
Oates was a passionate Blackpool fan and the club played snippets of his commentary in the stadium and had a minute's applause.
Blackpool, who this week revealed Billy Davies had turned down the managerial vacancy to take charge at Nottingham Forest, nearly took a stunning early lead when Gary Taylor-Fletcher hit a sumptuous first-time volley that just dropped wide.
But Millwall were looking bright, and Lions striker Rob Hulse bundled a chance against the post.
The visitors broke the deadlock 13 minutes before the break in bizarre circumstances.
Henry whipped in a corner to the near post, where it looped into the top corner with nobody seemingly touching it en route.
Hulse then hit the woodwork for a second time, racing onto a through ball and firing an effort against the crossbar.
Blackpool's top scorer Ince soon levelled, pouncing on a loose ball before taking a couple of strides and rifling home.
And Delfouneso ensured the hosts claimed all three points as he brought the ball down before finishing with aplomb past Forde.
Blackpool caretaker boss Steve Thompson on his future: "Until I know anything different, me and my staff will prepare the players.
"Karl (Oyston, the Blackpool chairman) will make the right decision for the club, I've always said that.
"Obviously he's interviewing people, quite a few people. You never know, it might get back to me.
"As staff and players I can't ask for any more than what they are giving us."
Millwall manager Kenny Jackett: "I'm very frustrated and disappointed with both the goals defensively.
"Over a period of maybe 10 games we've given away too many goals with not enough clean sheets.
"You have to come through those periods of pressure and make sure you don't concede and we didn't do that well enough.
"It was tough for us to get a decision from the referee and the linesman throughout the game, but that's how it is for us away from home."
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Live Text Commentary
Full Time The referee blows his whistle to end the game.90:00 +5:45
Shot from 18 yards by Shane Lowry.90:00 +5:13
Nathan Delfouneso concedes a free kick for a foul on Adam Smith. The free kick is swung in right-footed by James Henry, Alex Baptiste makes a clearance.90:00 +4:37
Free kick awarded for an unfair challenge on James Henry by Angel Martinez. Adam Smith takes the free kick.90:00 +3:45
Tom Ince challenges Adam Smith unfairly and gives away a free kick. David Forde restarts play with the free kick.90:00 +1:52 Booking
Booking David Forde receives a yellow card for dissent.90:00 +0:12
Gary Taylor-Fletcher provided the assist for the goal.90:00 +0:12 Goal scored
Goal! - Nathan Delfouneso - Blackpool 2 - 1 Millwall Nathan Delfouneso finds the net with a goal from inside the box to the top left corner of the goal. Blackpool 2-1 Millwall.89:12
Effort from the edge of the penalty box by Chris Basham goes wide of the right-hand upright.87:51
Nathan Delfouneso is caught offside. David Forde takes the free kick.87:13
Nathan Delfouneso produces a cross, clearance by Danny Shittu.85:31
James Henry takes a shot. Comfortable save by Mark Halstead.84:30
Direct free kick taken by Craig Cathcart.84:30 Substitution
Substitution Liam Feeney on for Martyn Woolford.84:30
Matt Derbyshire fouled by Nadjim Abdou, the ref awards a free kick.83:32
Effort on goal by Tom Ince from inside the area goes harmlessly over the bar.83:16
Gary Taylor-Fletcher takes a shot. Blocked by Mark Beevers.81:23 Substitution
Substitution Andy Keogh is brought on as a substitute for Benik Afobe.79:59
Stephen Crainey takes the free kick.79:59 Booking
Booking Mark Beevers is shown a yellow card.
Mark Beevers challenges Gary Taylor-Fletcher unfairly and gives away a free kick.78:26
A cross is delivered by Alex Baptiste.78:17
The ball is delivered by Nathan Delfouneso.77:00 Substitution
Substitution Nathan Delfouneso joins the action as a substitute, replacing Matt Phillips.76:22
Adam Smith delivers the ball, Craig Cathcart makes a clearance.74:48
Matt Derbyshire crosses the ball.73:34
Unfair challenge on Martyn Woolford by Chris Basham results in a free kick. Free kick taken by Nadjim Abdou. The ball is delivered by James Henry.72:52
Stephen Crainey has an effort at goal from outside the area which misses left.70:47
The ball is crossed by Benik Afobe, Mark Halstead makes a save.70:28
Tom Ince challenges Adam Smith unfairly and gives away a free kick. Danny Shittu restarts play with the free kick.67:17
A cross is delivered by James Henry, Kirk Broadfoot makes a clearance.65:25
Adam Smith sends in a cross, save made by Mark Halstead.64:26
Matt Derbyshire takes a shot. Save by David Forde.63:51
Kirk Broadfoot fouled by Rob Hulse, the ref awards a free kick. Kirk Broadfoot takes the direct free kick.63:40
Alex Baptiste delivers the ball, Adam Smith manages to make a clearance.61:51
Rob Hulse takes a shot. Save made by Mark Halstead.60:55 Goal scored
Goal! - Tom Ince - Blackpool 1 - 1 Millwall Tom Ince scores a goal from the edge of the penalty box to the bottom left corner of the goal. Blackpool 1-1 Millwall.58:33
Alex Baptiste sends in a cross, save made by David Forde.56:55 Substitution
Substitution Matt Derbyshire joins the action as a substitute, replacing Tiago Gomes.54:46
James Henry produces a cross.54:19
Martyn Woolford sends in a cross, Rob Hulse takes a shot. Save by Mark Halstead.53:39
Danny Shittu challenges Gary Taylor-Fletcher unfairly and gives away a free kick. Direct free kick taken by Kirk Broadfoot.53:11
Foul by Gary Taylor-Fletcher on Liam Trotter, free kick awarded. Mark Beevers takes the free kick.52:03
Inswinging corner taken by Tiago Gomes from the left by-line, Shot from inside the six-yard box by Kirk Broadfoot goes wide right of the target.50:34
The ball is swung over by Matt Phillips.48:39
Angel Martinez crosses the ball, save made by David Forde.47:55
Kirk Broadfoot restarts play with the free kick.47:55 Booking
Booking Nadjim Abdou shown a yellow card.47:50
Unfair challenge on Chris Basham by Nadjim Abdou results in a free kick.47:05
Free kick awarded for an unfair challenge on Mark Beevers by Tom Ince. Direct free kick taken by David Forde.45:38
The official flags Rob Hulse offside. Indirect free kick taken by Mark Halstead.45:16
James Henry delivers the ball, Craig Cathcart makes a clearance.45:01
The second half kicks off.45:00 +1:07 Half time
Half Time The match has reached half-time.45:00 +0:28
Tom Ince takes a shot. Save by David Forde.45:00 +0:08
Free kick awarded for an unfair challenge on Kirk Broadfoot by Rob Hulse. Free kick taken by Kirk Broadfoot.44:30
Tom Ince takes a shot. Blocked by Mark Beevers.44:06
Danny Shittu concedes a free kick for a foul on Tiago Gomes. Angel Martinez restarts play with the free kick.42:22
Rob Hulse takes a shot. Nadjim Abdou concedes a free kick for a foul on Tom Ince. Stephen Crainey crosses the ball from the free kick left-footed from left channel.38:49
Free kick awarded for a foul by Alex Baptiste on Rob Hulse. The free kick is swung in right-footed by James Henry, save made by Mark Halstead.37:59
Corner taken left-footed by Tom Ince to the near post, Danny Shittu makes a clearance.36:46
Rob Hulse fouled by Craig Cathcart, the ref awards a free kick. James Henry crosses the ball in from the free kick, Chris Basham makes a clearance.34:56
The referee blows for offside. Free kick taken by David Forde.33:18
The ball is crossed by Matt Phillips, Mark Beevers makes a clearance.32:26
Gary Taylor-Fletcher takes a shot. Nadjim Abdou gets a block in.31:13 Goal scored
Goal! - James Henry - Blackpool 0 - 1 Millwall James Henry finds the net with a goal from inside the box to the top left corner of the goal. Blackpool 0-1 Millwall.30:43
The ball is delivered by Liam Trotter, Angel Martinez gets a block in. James Henry takes the floated corner,29:41
Tiago Gomes fouled by Adam Smith, the ref awards a free kick. Free kick taken by Stephen Crainey.28:26
The ball is swung over by James Henry, clearance by Craig Cathcart.25:49
Liam Trotter gives away a free kick for an unfair challenge on Angel Martinez. Mark Halstead takes the direct free kick.25:15
Tiago Gomes crosses the ball, Danny Shittu makes a clearance.22:57
The ball is crossed by James Henry, clearance by Kirk Broadfoot. Martyn Woolford takes a shot. Alex Baptiste gets a block in. James Henry has an effort at goal from outside the box which goes wide right of the goal.22:23
Matt Phillips is caught offside. Indirect free kick taken by David Forde.19:41
The ball is crossed by Matt Phillips, Shane Lowry gets a block in. Inswinging corner taken by Tiago Gomes from the left by-line played to the near post, Rob Hulse manages to make a clearance. Effort from outside the penalty area by Tiago Gomes goes wide left of the goal.13:34
The ball is crossed by James Henry.12:38
Gary Taylor-Fletcher takes a shot. Blocked by Danny Shittu. Tiago Gomes takes a inswinging corner from the left by-line played to the near post, clearance made by Adam Smith.12:03
Rob Hulse has an effort at goal from the just inside the area hitting the post.10:35
The ball is sent over by Matt Phillips.9:55
Centre by James Henry.8:42
Matt Phillips has an effort at goal from just outside the box which goes wide of the left-hand upright.5:58
Alex Baptiste crosses the ball, clearance by Danny Shittu.5:03
Mark Beevers challenges Gary Taylor-Fletcher unfairly and gives away a free kick. Stephen Crainey takes the direct free kick.4:20
Inswinging corner taken right-footed by James Henry.3:55
Inswinging corner taken right-footed by James Henry from the left by-line to the near post, clearance made by Gary Taylor-Fletcher.3:29
James Henry takes a shot. Stephen Crainey gets a block in.3:05
The referee blows for offside against Matt Phillips. David Forde takes the indirect free kick.1:42
Gary Taylor-Fletcher has shot on goal from just outside the box which goes wide of the right-hand upright.0:25
Martyn Woolford has an effort at goal from just inside the box that misses to the right of the goal.0:00
The match begins.
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