The Wirral outfit extended their unbeaten run to seven games as they stepped up their challenge for promotion.
Tranmere went in front after 10 minutes as Shane Sherriff turned a Steve Jenkins shot past goalkeeper Rhys Evans following a Paul McLaren corner.
Rovers continued to have the better of the opening half, Sherriff blazing over while an Ian Moore header was well saved by Evans. But Moore was not to be denied as he doubled Tranmere's lead in first-half injury-time, neatly turning Andy Frampton following Sherriff's pass and beating Evans with an angled shot into the far corner.
Ahmet Brkovic tried his best to get Millwall back into contention with a good effort on the hour which was saved at the second attempt by Danny Coyne. But it was Tranmere who continued to pose the most danger, a Chris Greenacre shot was well saved by Evans and then the keeper made a smart reaction stop from the same player.
Jennison Myrie-Williams just shaved an upright before a Sherriff shot was deflected for a corner.
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