Goals from David Martin and Neil Harris - his fourth in as many games this campaign - saw a tetchy game go the way of the Lions.
Kenny Jackett's side scored with their first meaningful attack as former Crystal Palace winger Martin smashed the ball home off the underside of the crossbar after Steve Morison had flicked on Jack Smith's 12th-minute cross.
After Morison wasted a three-on-one opportunities to put Millwall further ahead, Pawel Abbott spurned the chance to equalise from the penalty spot.
Returning skipper Tony Craig was adjudged to have brought down Andy Holdsworth but David Forde superbly leapt to his right to save the former Darlington striker's weak effort after 28 minutes.
With tackles flying in all over the pitch, Oldham threatened as Forde palmed clear Keigan Parker's effort after Abbott's pass set the winger through. Half-time substitute Harris came close with a pair of headers at the start of the second half but clinched the points in injury time, nodding home Jason Price's centre.