Albion boss Darren Moore left The Hawthorns a happy man after watching his side win their sixth consecutive home game - and a first clean sheet of the season.
The Baggies found it tough against Milwall but second half goals from Dwight Gayle and Kieran Gibbs moved Albion up to third in the league.
But it was at the other end where Moore was really impressed.
He said: “We got our first clean sheet of the season too so I’m also happy about that.
“We’ve taken maximum points from our two home games this week which was vitally important.
“We had to find a way to win today because Millwall made it very difficult for us. We had to be patient and we had to keep probing.
“We managed to find a way through, albeit through a set-play, and then Kieran popped up to get a second.
“We knew that it would be a tough game and we would have to take the game to Millwall so all credit must go to the players for doing that."