Blues extended our unbeaten run to twelve games.BCFC
It's their best unblemished sequence for eight years and the bedrock was the defensive line, which was pretty much impregnable when Millwall threw everything at them towards the end.
And had the refereeing been more sympathetic then Blues could have earned more - Kristian Pedersen had a thumping goal disallowed for a push by Harlee Dean that was hardly obvious.
And Blues almost went ahead after just 70 seconds, from a long free-kick downfield by Lee Camp.
The ball was aimed towards Lukas Jutkiewicz, a Millwall defender got up and to it first but succeeded in only heading it back into the Lions area. Scott Hogan was alive and running in behind, reached the bouncing ball before the 'keeper and prodded it just wide of the post.
Millwall's response came in the 11th minute, from a ball driven deep to the far post. It was headed down towards Jed Wallace and he stuck out a leg, forcing Camp to bat the ball away from the bottom corner.
The hosts had certainly come out pumped up and trying to put the squeeze on Blues in no uncertain terms.
It was a case of having to match their industry and compete aerially, and for the seconds. Blues were not able to get their more creative personnel on the ball to play as they would have liked as the pattern of the contest was more about muscle than mastery in the opening quarter.
Jude Bellingham (to the right) and Jeremie Bela swapped flanks in an attempt to engineer something more for both, if not to stymy what Millwall were doing with their wing-backs.
In the 30th minute there was trouble in the Blues goalmouth but last-ditch tackle by Dean and then a block of Jon Dadi Bodvarsson's follow up shot rescued the situation.
Blues had a couple of sighters, via Ivan Sunjic's long range attempt and a dart into the box and a dangerous low cross by Maxime Colin.
And they finished it in a lot more control. But it had overall been a real slog rather than one brimming with open, incisive football.
Half-time: Millwall 0 Blues 0
Blues had the ball in the back of the net in the 50th minute - Pedersen swivelling in a volley - after a long throw by Marc Roberts caused problems. But referee Dave Webb ruled the goal out for a push by Dean as he went up for the initial flick with Shaun Hutchinson which appeared at best very harsh.
It was a controversial moment for sure as Dean was actually airborne jammed in by three opponents.
Then in the 53rd minute Blues appealed furiously for handball at a vicious near post corner and the referee decided it was against the attackers - Jutkiewicz sticking an arm out - giving Millwall the verdict.
Blues began the half vigorously, attacking with a lot of intent and gusto, and it was Millwall who had to hang in there for a while.
In the 62nd minute Camp made a very good save from a 25 yarder from Jayson Malumby, especially as his attempt took a deflection off Gary Gardner and skidded awkwardly towards the corner.
Millwall then made a double changes, bringing on Matt Smith and Tom Bradshaw to go 4-2-3-1 and soon after Bodvarsson threatened, but Camp was equal to his powerful downward header from Jed Wallace's cross, flinging to his left to tip it up and away.
Blues made their first change, replacing Bela with Dan Crowley as things began to hot up and open up.
Maikel Kieftenbeld then entered the fray, his first competitive involvement since a serious knee injury (71 minutes).
Millwall's alterations pushed Blues back and forced them to defend.
Kieftenbeld went into the middle alongside Sunjic and Gary Gardner moved wide, to the stiffen up the left.
Mahlon Romeo got free in behind Gardner from Jed Wallace's clever pass for a glorious opening with 14 minutes left and did the correct thing: drilling a cross hard and low to the centre of the area. Fortunately for Blues, Bradshaw on the stretch couldn't quite touch it home.
Hogan had one attempt at goal from a good position on the right of the area - blocked - and then almost squeezed through, past the last man, as the game went from end to end.
Then there was more annoyance from Blues after a cleared free-kick when a chip towards goal by Crowley had Millwall's defence in a tizzy and Roberts appeared to be held back as he tried to steal in at the back post.
But despite all Millwall's effort and directness in the last 20 minutes or so, after gambling and throwing on all their attackingn threats, Blues showed a collective strength and will to ensure a clean sheet.
Millwall (3-4-3/4-2-3-1): Bialkowski, Hutchinson, Pearce (Bradshaw 63), Cooper, Romeo, M Wallace, J Wallace, Molumby, Woods, Bennett (Smith 63 ), Bodvarsson
(Mahoney 80). Subs not used: Steele, Fergson, O'Brien, Mitchell
Blues (4-4-2): Camp, Colin, Pedersen, Dean, Sunjic, G Gardner, Bellingham (Kieftenbeld 71), Bela (Crowley 65), Jutkiewicz, Hogan. Subs not used: Trueman,
Harding, Clarke-Salter, Montero, Boyd-Munce
Referee: D Webb