Kenny Jackett's side needed a point from their final game of the season to ensure survival, but had to rely on other teams after Conor Sammon's late strike settled a tense encounter.
Crystal Palace's late comeback against Peterborough and Huddersfield's equaliser against Barnsley ultimately spared the Lions, who rarely threatened to secure their own fate.
Just three minutes had gone when the visitors were given an opportunity to settle their nerves, the ball running to Liam Trotter in space on the left of the box only for John Brayford to get back and block his shot.
Millwall goalkeeper David Forde was fortunate to evade punishment in the 10th minute when he picked up what looked a clear Josh Wright back-pass on his six-yard line, with referee Robert Madley waving play on.
The away side were playing the brand of restricted football associated with teams fighting for survival, but they posed a threat on the counter-attack and Derby goalkeeper Adam Legzdins had to be alert to smother the ball at Liam Feeney's feet when Andy Keogh's 19th-minute through-ball played the winger in.
Forde's fortuitous afternoon continued in the 24th minute when Jamie Ward beat Alan Dunne to a long ball and headed the ball past the keeper just outside the area, only to be clattered by the Republic of Ireland international - with Madley stunning the home fans by awarding a goal-kick.
Derby defender Richard Keogh should have put the hosts ahead shortly before half-time. Ward's curling free-kick from the right found the Rams' player of the season unmarked six yards out but Forde was equal to his headed effort.
Both teams had chances to open the scoring in first-half stoppage time; Ward brilliantly spinning Danny Shittu on halfway and teeing up Brayford, who had his shot blocked, before the home side failed to deal with a Feeney long throw before Trotter blazed his effort wide from 12 yards.
Millwall's spirits would have been lifted at the break by news of Palace's equaliser against Peterborough, and the Lions looked a different side when they re-emerged - Shane Lowry and Feeney testing the hosts' defence with a string of corners.
Both sides seemed content to settle for a point, and there had not been an effort of note in the second half until Lowry fizzed a 35-yard effort narrowly over the bar in the 70th minute.
With 15 minutes to go only goal difference was keeping Millwall above the trapdoor, and Derby looked to have pushed them through it when, with five minutes remaining, substitute Sammon calmly converted Ward's clever through-ball. But first Huddersfield and then Palace intervened to spare Jackett's side relegation to the third tier.