Liam Trotter gave the Lions a third-minute lead but Billy Sharp struck to send the teams into half-time all square.
Second-half goals from Darius Henderson, Chris Wood and substitute Andy Keogh duly ensured Millwall won away for the first time since August.
Trotter cut infield from the left and after going past a couple of defenders curled a shot into the top right-hand corner of the net.
It was against the run of play when Sharp equalised in the 22nd minute.
After an intricate passing move involving his strike partner Simon Cox, Sharp finished confidently from 12 yards out for his fourth Forest goal since moving to the City Ground on loan from Southampton.
Sean O'Driscoll's side improved thereafter and finished the first half on top but failed to add a second goal.
Millwall managed to do so though after an hour.
Forest had struggled with crosses into the box since the break, with Wood and James Henry heading over, before Henderson nodded past Lee Camp from close range from Henry's delivery.
The hosts became more direct and Dexter Blackstock was introduced from the bench as they sought another equalising goal.
But it was Millwall who struck next after 76 minutes and put the game beyond doubt.
After Chris Cohen's shot was blocked, the Lions hit Forest on the counter attack and Wood's shot took a huge deflection off Danny Collins and went past the helpless Camp.
The Reds were caught out again six minutes from time when Chris Taylor's cross was volleyed home by Keogh, on as a 81st-minute replacement for Henderson, from close range.