Wrexham last won away at Millwall in 1998
Kieffer Moore's header and Lewis O'Brien's stoppage-time goal gave Wrexham their first Championship win of the season at Millwall.
Wales striker Moore's goal came against the run of play at The New Den, where Millwall had dominated possession.
But Alex Neil's side failed to capitalise on the chances they created and Kevin Nisbet missed a glorious opportunity to level in stoppage time.
O'Brien sealed Wrexham's win in extended stoppage time after keeper Danny Ward had to receive lengthy treatment for an injury.
Wrexham's win, their first in English football's second tier since the 1981-82 season, moves them up to 15th in the table while Millwall are 12th.
Millwall were looking to make it three wins in four Championship while Wrexham had only one point to show from their first three league games.
The home side edged a goalless first half with Aidomo Emakhu on the left in particular proving a threat for the home side.
Massimo Luongo and Camiel Neghli had efforts blocked while Mihailo Ivanovic headed wide from Emakhu's cross as Alex Neil's side dominated the ball.
Wrexham were pegged back and kept in their own half during the opening 45 minutes and home keeper Steven Benda had very little to do.
Matty James did well to set up Moore, but the Wales forward failed to make the most of his opportunity.
The visitors were under pressure from the start of the second half with Ward having to make a crucial save to deny Emakhu.
Millwall were dictating the play and Josh Coburn fired wide from a tight angle before Ivanovic's overhead kick.
But against the run of play Wrexham went ahead with their first real attack of note in the second half as Moore beat Benda to head home Max Cleworth's cross.
Phil Parkinson's side looked comfortable after going ahead although Emakhu should have levelled for Millwall, but fired wide.
Substitute Nisbet shot over the bar in stoppage time after Ward was unable to claim the cross into the area, with the keeper suffering an injury.
Ward received lengthy treatment on the pitch and was eventually replaced by Arthur Okonkwo, who came on to see out the final few minutes.
Wrexham's nerves was settled when substitute James McClean provided the pass for O'Brien, who fired past Benda to seal victory.
Analysis
James Gregg, Final Score reporter: "Forty-three years. Think about it. That's a long time to wait between victories in the second tier. But finally, Wrexham's Hollywood dreams turned to Championship reality with a really gritty win at the Den.
"How fitting that it was a Welshman in Kieffer Moore who threw himself into the storm and came up with the biggest of prizes after a brave, brave header. And Lewis O'Brien wrapping things up to make the last minute or two super enjoyable for the travelling fans.
"My Camera Never Lies by Bucks Fizz - nope, me neither - was the UK number one single the last time Wrexham won in the second tier in 1982. And the photos will be joyous from that away end from the Den this afternoon. They deserved it, and now they can kick on."
What's next for these teams?
The first international break of the season gives both teams two weeks off from the Championship campaign.
Wrexham resume at home to Queens Park Rangers on Saturday, 13 September and will be buoyed by the first league win at Millwall.
Millwall resume on the same day with an early kick-off against south London rivals Charlton Athletic, like Wrexham promoted from League One last season.
What they said
Wrexham manager Phil Parkinson:
"We showed a gritty and determined nature to us today, and I think that was important.
"You have to do that here at Millwall because they're a good side and it's a really difficult place to come - I've managed here many times and I've played
here, and you've got to be stand up and be counted.
"Every single player, everybody who's on the coach, has got to do their bit to make sure you give yourself the best chance of getting a result.
"I'm so pleased for the boys. Tuesday was a great win at Preston and I felt the belief was coming into us a little bit."
Millwall boss Alex Neil:
"I think where we came up short in the game was our use of the ball.
"In the final third our use of the ball, whether it was a cross, whether it was a finish, whether it was the final run [wasn't good enough].
"Obviously we had much more territory, much more use of the game, if you like, and then even the first goal we conceded was a mistake.
"Steven comes fishing for it, doesn't get there and Kieffer managed to get a touch on it and scores the goal.
"Then from there it allows Wrexham to sit in, and that suits them down to the ground - they don't really need to go searching for anything else."
Alex Neil: 'It was a frustrating game for us' (BBC Radio London)
