Andy Keogh, a deadline-day signing from Wolves, gave Millwall the lead in the 23rd minute with a close-range header but Sam Vokes levelled seven minutes into the second half with his first goal for the club.
The Lions reclaimed the lead 12 minutes later with Liam Feeney taking advantage of an error from Brighton goalkeeper Peter Brezovan.
But Brighton, who have an FA Cup fifth-round trip to Liverpool to look forward to on Sunday, will travel to Merseyside in a better mood after LuaLua struck a 30-yard free-kick - his first goal since October 2010.
Brighton, unbeaten in six games in the league, made a good start and created their first real opening in the 15th minute but Sam Vokes hit his 12-yard effort wide.
The Lions then took the lead against the run of play in the 23rd minute, Keogh heading home a corner from Scott Barron.
Jack Smith let fly from 30 yards for Millwall which failed to trouble Brezovan before Brighton twice came close to equalising in as many minutes.
Ashley Barnes was at the centre of both opportunities, with Lions keeper David Forde equal to the task.
The Lions were first to threaten after the break with Brezovan called into action to keep out Liam Trotter's 20-yard drive and Keogh then shot wide from close range with the goal at his mercy.
That miss proved costly as Brighton went straight up the other end and levelled. Vokes tapped in after Alan Navarro's shot hit Barnes to break his account.
Barnes fired over and Vokes was foiled by Forde as Brighton seemed the likelier side to score next.
But an error from Brezovan gifted Millwall a second in the 64th minute when he misjudged a cross from Darius Henderson and Feeney was on hand to tap into an empty net - his second goal in three games
Trotter fired wide from 20 yards and Henderson forced Brezovan into a save before Forde foiled substitute Torbjorn Agdestein from 12 yards.
Vokes had another opportunity with four minutes left, shooting wide, but Brighton did find the equaliser with two minutes left with a fantastic free-kick from LuaLua.
The goal stretched Albion's unbeaten run to seven games as they continue to flirt with the play-offs.