Latics deservedly led at the break thanks to Shaun Maloney's excellent finish just before the half hour.
Millwall came back into the match in the second-half but they were hit by an excellent counter attack which finished with the outstanding Callum McManaman slotting into an empty net to seal the Latics' place at the FA Cup final for the first time in their history.
Wigan had dominated the opening half, with the recalled Ali Al Habsi a virtual spectator in their goal.
With James McCarthy sitting in midfield, he made the Latics tick with Shaun Maloney, Callum McManaman and Arouna Kone causing havoc in the final third with their movement.
As early as the second-minute, Millwall's Mark Beevers needed to make a great challenge to deny Jordi Gomez on the edge of the box.
Lions keeper David Forde was then at full-stretch to keep McManaman at bay as he found room on the edge of the box, but he could do little about the goal just before the half-hour.
Kone turn provider as he drove down the right and played a sumptuous ball over the top of the Millwall defence for Maloney, whose first-time side foot was too good for Forde.
Forde was again needed just before the break to push Gomez's first-time shot away after a lovely dummy from Maloney teed up the Spaniard.
Second-half and Kenny Jackett's team-talk clearly made an impression on his players as they came out and were much improved.
Suddenly Wigan's defence was called into action, with Paul Scharner heavily involved.
The Austrian produced a brilliant clearance as Alan Dunne fizzed a ball into the six-yard box, before seeing a Beevers header deflect off him and just over the bar.
There were also calls for a penalty on Scharner as he slid in when Andy Keogh looked to cross the ball, it did appear to hit his arm but referee Michael Oliver waved play on.
Millwall continued to push, but then they were hit by a classic counter attack. Sean St Ledger met a corner, which Jordi Gomez headed clear - 30 seconds later the Spaniard had set-up the winner.
Wigan broke, with Maloney finding Gomez - now on the edge of the box, he then played a brilliant through ball for McManaman who took the ball past the on-rushing Forde and slotted into the empty net.Wigan now await the outcome of Sunday's second semi-final as cup holders Chelsea take on Manchester City.
|Millwall||Team Statistics||Wigan Athletic|
|0||1st Half Goals||1|
|0||Shots on Target||6|
|7||Shots off Target||5|
|29.1||1st Half Poss.||70.9|
|33||2nd Half Poss.||67|