A penalty conceded by Anthony Grant allowed Lee Gregory to score the only goal of the game at the New Den as the better side arguably lost this Sky Bet League One encounter.
While the hosts implemented a fairly long ball aproach, Grant McCann's men played some good football on a difficult surface but were undone when Grant was adjudged to have committed a foul inside the box.
Marcus Maddison sliced a right-footed effort wide of the target from 25-yards on four minutes after a fast-paced start from the hosts which saw Harry Smith comfortably denied by Luke McGee.
Williams sent a dipping volley over the bar from 25-yards on seven minutes with the former MK Dons man letting fly from a tight angle.
King was forced upon to make a save on 21 minutes as he denied Nichols after a slick Posh move involving Taylor, Maddison and Inman.
Maddison saw a swerving free-kick beaten away by King on 25 minutes after Nichols was felled on the edge of the box by Craig.
A brilliant pass from Taylor picked out Maddison in a good position on 42 minutes, but his cross-shot went wide of the far post with Da Silva Lopes inches away from a connection.
The home side got themselves in front on 52 minutes as Grant was penalised for a foul in the box and GREGORY stepped up to fire low past McGee and into the bottom corner.
Hughes looped a header over the crossbar on 57 minutes after a bit of pinball in the Millwall box following a decent bit of wing play from Taylor.
King got down well to deny a dipping Maddison free-kick on the hour mark after a fine run from Taylor.
Grant McCann made a change on 64 minutes with Craig Mackail-Smith replacing Da Silva Lopes. McGee did well to deny substitute O'Brien on 69 minutes after the Millwall man had done well to hold off the attentions of Bostwick.
Ferguson was cautioned for a cynical foul on Inman on 72 minutes before Chris Forrester was introduced into the action, Grant making way.
Nichols appeared in vain for a spot-kick after he appeared to be clipped in the box on 76 minutes by Thompson.
King was well placed to deny Mackail-Smith's volley from 25-yards on 81 minutes while at the other end, McGee made a routine stop to deny Thompson.
Maddison saw a shot from distance blocked and then Inman saw an effort trickle wide before Lee Angol replaced Smith as McCann threw another striker into the fray.
Millwall: King, Cummings, Craig, Williams, Thompson (sub Hutchinson 90min), Gregory (sub Butcher 88min), Onyedinma, Webster, Ferguson, Cooper, Smith (sub O'Brien 64min). Unused subs: Girling, Worrall, Romeo, Butcher, Abdou.
Posh: McGee, Smith (sub Angol 87min), Hughes, Bostwick, Tafazolli, Taylor, Maddison, Inman, Da Silva Lopes (sub Mackail-Smith 64min) , Nichols, Grant (sub Forrester 73min). Unused subs: Tyler, Binnom-Williams, Samuelsen, Morias.
Half-time: Millwall 0-0 Peterborough United
Full-time: Millwall 1-0 Peterborough United