Josh Coburn's third goal for Millwall earned Alex Neil his third away league win since taking charge on 30 December
Millwall scrambled a late winner at Pride Park to maintain Derby County's misery in front of their own fans.
Josh Coburn had a penalty saved, but then scored from close range in the fifth minute of stoppage time as Derby's winless run stretched to 12 games.
In new boss John Eustace's first home match in charge, the Rams again failed to find the net.
They have now not scored at home in six league games - since a 2-1 Boxing Day victory over then managerless West Bromwich Albion, the Rams' last win.
Derby drop a place, to 23rd in the Championship, and will be bottom if Luton Town win Sunday's game against Watford at Vicarage Road.
Millwall have only lost once in seven away games since Alex Neil took charge over Christmas – and this was their fourth win, but it was a long time coming.
John Eustace was taking charge of his first Derby home game after beginning with a 4-0 defeat at QPR eight days earlier
In a tight, keenly contested game of few chances, neither side could manage a single effort on target before the break.
Derby came closest to breaking the deadlock when big defender Matt Clarke headed Kenzo Goudmijn's corner on to the underside of the crossbar, via a crucial deflection off Femi Azeez, which landed back in the hands of Millwall keeper Lukas Jensen.
It looked like the Rams had done enough to earn a point - but there was a sting in the tail.
First, Millwall were awarded a penalty when Coburn fell following a challenge by Sondre Langas.
Coburn fired his low spot-kick straight at Derby keeper Jacob Widell Zetterström, who saved with his legs.
But, when Zetterstrom saved again from George Saville, Coburn made amends when he latched on to the rebound to score.
Who's next?
Millwall's next test is the FA Cup fifth round South London derby with Crystal Palace at Selhurst Park next Saturday (1 March, 12:15 GMT), followed by a home Championship game against Bristol City three nights later.
Derby's next game is also next Saturday (15:00 GMT), in the Championship at faltering Middlesbrough.
Derby County boss John Eustace told BBC Radio Derby:
"I was under no illusions as to how difficult it was going to be. But I'm here for the long term not the short term.
"It's very hard to get that magical solution straightaway, but there's lots to work on.
"We didn't deserve to lose but the attitude was very good and they never gave up
"The lads are working hard on the training ground. But we need to create more chances."
Millwall head coach Alex Neil told BBC Radio London:
"We always knew it was going to be tough. It was John Eustace's first home game and, given where Derby are in the league, we knew we had to go about our work.
"The discussion point before the game was: don't let this season drift. We're at that stage where you look at the fixtures and think 'That's a big one' and we don't want to be any different. The last thing we want is for people looking at our games thinking 'That's a dead rubber'.
"It was no more than we deserved. We were the team pushing to try and get the goal.
"And it showed the resilience of the group. The moment's gone .Don't feel sorry for yourself, get on with it and we did. The ball landed to Josh and he tucked it away. It's a good moment for him. He deserved it."
