The home side had the ball in the back of the net after just two minutes when Lee Camp failed to hold on to a routine cross from Kevin Braniff and the Derby keeper palmed the ball into his own net under pressure from the Millwall strikers, but referee Martin Atkinson blew for a foul on Camp.
Derby were stung into action and just minutes later Seth Johnson hit the post with a glancing header and Lee Holmes was first to the rebound, but his shot from a tight angle was cleared off the line by Paul Robinson and scrambled away.
This entertaining game flowed from end to end as both side went in search of the all-important opening goal. Holmes again coming close after 15 minutes when his jinking run through the heart of the midfield ended with a tame shot from the edge of the box when all the hard work looked done.
Braniff caused all manner of problems for Derby down the left wing and should have scored himself midway through the first half, but he failed to get a decent shot off following his decent run and was finally crowded off the ball inside the box.
Inigo Idiakez was at the heart of all Derby's better moves, but even the Spaniard was wasteful when presented with opportunities in front off goal including a central free-kick from 20 yards that failed to clear the wall.
The best chance of the half fell to the home side and the impressive Marvin Elliott when he met Jody Morris' outswinging corner with a powerful header that flew narrowly over the bar five minutes before the break.
Morris was again the provider minutes later when he fed Barry Cogan on the edge of the box, but Cogan fired the ball over the bar with a first-time shot when perhaps more composure was needed.
Both teams continued to attack after the break and Cogan should have scored on 50 minutes when he beat the Derby offside trap and sprinted goalwards, but his shot across the goals bounced inches wide of the far post with Camp beaten.
Derby finally broke the deadlock on the hour when Holmes picked out an unmarked Seth Johnson in the box and the midfielder powered the ball past Colin Doyle with an excellent header from six yards.
Millwall hit back 12 minutes later when Elliott headed home Cogan's free-kick to level the scores.
And there was more to come from the home side when second-half sub Marvin Williams robbed Lewin Nyatanga on the edge of the box before rounding the advancing Camp to roll the ball into an empty net.