Goals from Neil Harris and Noel Whelan late on in either half gave the Lions the points and ensured that the Dons' miserable run of form continued.
Early on Dons keeper Steve Banks was tested by Paul Ifill's shot from the edge of the area, before Lionel Morgan sparked the visitors into life with a solo run that ended with Darren Ward clearing the ball over his own crossbar.
However, with half time looming, Millwall went ahead as Banks brought down Ifill, although Wimbledon were furious as Mikele Liegertwood was lying injured inside the penalty area at the time.
After the commotion died down, Harris converted from the spot.
In the second period, Aboubacar Fofana wasted an early chance to double the lead, before a rebound off referee Mr Durkin almost saw the Dons draw level.
Nigel Reo-Coker took advantage of the rebound to power forward, before seeing Kevin Muscat clear his effort off the line.
Twenty minutes from time Harris hit the crossbar from a header following a Dennis Wise corner and Tim Cahill was unable to score form the rebound.
However, the game was safe in stoppage time as Ifill's ball in from the right was knocked home from close range by Whelan.
Millwall: Warner, Ryan, Nethercott, Ward, Muscat, Cahill, Ifill, Fofana, Wise, Harris, Peeters. Subs: Gueret, Sweeney, Whelan, Roberts, Hearn.
Wimbledon: Banks, Leigertwood, Gier, Darlington, Tapp, McAnuff, Morgan, Reo-Coker, Kamara, Agyemang, Nowland. Subs: Holloway, Holdsworth, Heald, Jarrett, Chorley.
Referee: P Durkin (Dorset).
Attendance: 7,855