The Seagulls parted company with Micky Adams just hours before kick-off but frustrated the Lions by coming away with an unlikely three points.
Millwall started brightly with loan signing Vincent Pericard looking dangerous on his debut, and the Stoke loanee almost opened the scoring after 11 minutes only to be denied by goalkeeper Michel Kuipers.
The Lions continued to push forward with Kuipers saving from Adam Bolder before Neil Harris blazed the rebound over the bar.
Brighton created very few chances but stunned the hosts after 72 minutes when Virgo rose unmarked to head home Chris Birchall's cross.
James Henry had rescued a point for Millwall in midweek against Swindon but luck was not on the Lions side this time as Brighton comfortably held on.