Two goals in 13 first-half minutes settled the match for the Lions, despite Jermaine Beckford grabbing his first goal for the Cumbrians in between.
A frantic start saw Millwall dominate proceedings with Alan Dunne slicing wildly over from five yards when a goal seemed certain.
But Dunne eventually opened the scoring for the visitors from Poul Hubertz's 27th minute cut-back.
The big Danish forward's cross was missed by Danny Haynes in the six-yard box and Dunne finished with the aid of a deflection.
Eight minutes later came Carlisle's equaliser with debutante Beckford on hand for his first league goal.
Winger Simon Hackney waltzed past three defenders before crossing to the unmarked Kevin Gall at the far post.
The Welshman's shot was poor, but Beckford, on loan from Leeds United, was on hand to stab the ball in from three yards.
With that Carlisle seemed to find their feet, only for an horrific defensive error to cost them another goal.
Captain Kevin Gray was the culprit when he twice failed to clear before gifting Hubertz a chance which he took, sliding the ball past Keiren Westwood and into the corner of the net.
Within two minutes Carlisle were offered another chance to equalise when referee Graham Laws pointed to the spot after Hubertz's unnecessary hand-ball.
Chris Lumsdon stole the ball from the hands of team-mate Zigor Aranalde but blasted his spot kick against the foot of the post.
At the start of the second half the Cumbrians shaky defence almost handed another goal away, but Haynes failed to take advantage.
But the second half belonged to the home side as they laid siege to the Lions goal.
Striker Gall was unlucky to see his 20-yard shot hit the post, before his rasping drive was handled at point-blank range by full-back Tony Craig.
Despite Craig's hands stinging from the block, Mr Laws refused to point to the spot again.
In the dying seconds Gall almost grabbed an equaliser, but by then Millwall's brave defending and lightning-quick counter-attacking play had earned them the win.