Swansea City took their first step down Wembley Way after an own goal from Zak Whitbread took Roberto Martinez's men into the second round of the Johnstone's Paint Trophy at the Liberty Stadium.
Paul Anderson had given the Swans an early lead only for Ben May to equalise for Millwall who then stole into a second half lead through Jay Simpson.
But Jason Scotland came off the bench to grab the equaliser before Darryl Duffy forced Whitbread into the mistake that took the Swans through with 13 minutes remaining.
Millwall were also reduced to 10 men in injury time when Jamie O'Hara was sent off for a professional foul on Anderson.
Swansea City: de Vries, Rangel, Austin, Monk (c), Lawrence, Anderson, O'Leary, Craney, Butler, Bauza, Duffy. Subs: Amankwaah, Pratley, Scotland, Knight, Robinson.
Millwall: Day, Seneda, Frampton, Robinson (c), Whitbread, Dunne, Hackett, Barron, May, O'Hara, Simpson. Subs: Edwards, Alexander, Bakayoga, Fuseini, Kilbey.
Ref: A Penn
Asst-refs: S A Hooper, N Radford
4th official: A S Watts
Att: 5,721
Premier Club MoM: Tom Butler
Swansea were without the suspended Ferrie Bodde, while Alan Tate (knee) and Marcos Painter (foot) were ruled out through injury.
Young midfielders Joe Allen and Shaun MacDonald were away on Wales Under-21 duty, while new loan signing Warren Feeney was representing Northern Ireland.
New signing Andrea Orlandi also had to sit the game out after a one-match suspension was carried over from last season with Barcelona.
Manager Roberto Martinez made five changes to the side that lost 2-1 at home to Doncaster on Saturday with Kristian O'Leary, Guillem Bauza, Paul Anderson, Tom Butler and Ian Craney coming in to the starting line-up.
Darren Pratley, Jason Scotland, Andy Robinson were on bench duty along with new signing David Knight, the 'keeper arriving from Middlesbrough last week.
Leon Britton was given a well earned rest.
Millwall boss Willie Donachie threw down the gauntlet to his players ahead of tonight's match.
The Lions boss is eager to use the tie to kick-start Millwall's season following successive defeats against Southend United and Huddersfield.
"It's a great chance for those people who are telling me they should be in the team to show me what they can do," said Donachie.
"This is a tournament no-one really wants because there are too many games as it is, but we want to get back in the winning habit.
"The players are determined, their attitude is good and they are keen to put things right."
The Lions boss still has the flexibility to chop and change the side beaten by Huddersfield on Saturday, with loan signings Jamie O'Hara and Jay Simpson givem their full debuts.
Ben May, who was on the bench at the weekend, was given a start while Zak Whitbread partnered Paul Robinson in the heart of defence.
Match action
Swansea made a bright opening as they created the first opening after just two minutes when Duffy played in Bauza. The striker's way was blocked and as the ball fell to Anderson, his deflected shot was easily saved by Chris Day.
Millwall probably enjoyed the better of the possession after that, however, before Swansea carved out another opening in the 10th minute when a darting run by Butler eventually found Duffy. The striker cut inside three tackles before forcing a good save from Day.
The first substitution of the game arrived two minutes later as Kevin Amankwaah came off the bench to replace Angel Rangel at right back in order to give the full-back a well deserved break.
It was Amankwaah's first appearance of the season.
Jamie O'Hara forced a good save out of Dorus de Vries soon after, but it was Swansea who made the breakthrough in the 16th minute. Bauza drove forward only to see his shot from the edge of the area deflected out to Butler on the right. The midfielder picked out Paul Anderson with his cross and the loan signing from Liverpool fired home his second goal of the season from close range.
But it was a lead Swansea held for just four minutes as Jay Simpson beat the offside trap before crossing for the unmarked Ben May to fire home from six yards.
Millwall made their first substitution straight after equalising as Preston Edwards replaced Day in goal.
Swansea were keeping possession well for long spells as the Millwall strike-force were forced to do shuttle runs across the Swans back four, although the chances had dried up at both ends.
Three minutes from the interval, Millwall made their second substitution as Tom Kilbey came on for Alan Dunne.
Half-time: Swans 1 Millwall 1
Butler fired a 20-yard free-kick over the bar early on before Craney forced an easy save out of Edwards.
Butler was in the thick of the action now as he weaved his way clear before playing a great through ball into the path of Duffy who forced a fine near post save out of Edwards.
But it was Millwall who found the net first in the second half as they took a 2-1 lead in the 53rd minute when Tom Kilbey found Jay Simpson and the striker fired low into the far corner from a difficult angle.#
Substitute Gary Alexander struck the top of the Swansea cross bar straight after as Millwall stepped up the pressure with a good spell.
Swansea responded by bringing on midfielder Darren Pratley for Craney with 30 minutes remaining in a double substitution that also saw Jason Scotland come on for Bauza.
It gave Swansea a new impetus as Anderson fired inches wide before he was pulled back by Hackett for the games first yellow card.
And with 64 minutes gone, Swansea were level. Pratley and Anderson worked the Millwall back four before switching play to Butler who played in Scotland who fired home his fifth of the season from just inside the area with a great finish.
With Pratley changing the game in Swansea's favour, another positive run from Butler found Duffy, but his neat chip fell just wide with 20 minutes remaining.
Then a great ball from Scotland sent Anderson racing clear, but Edwards got a hand to his shot when he should have put the Swans ahead.
Swansea only had to wait until the 77th minute for the goal, however, as Millwall were caught on the counter.
A quick throw from de Vries sent Anderson racing down the left. His pass found Duffy who forced his way to the byline, before pulling back a cross bound for Scotland which hit the unsuspecting Zak Whitbread and trundled over the line for an own goal.
It proved enough as Millwall were reduced to 10 men in injury time as Jamie O'Hara brought down Anderson 40 yards out as the winger displayed a lightening turn of pace to race on to a long de Vries throw.
