Jermaine Beckford scored twice and James Vaughan added the third to help the Terriers in their survival battle.
But with Jackett's side catching up on league fixtures following their impressive run to the FA Cup semi-finals, he feels they still have work to do if they are to avoid relegation themselves.
"Three of our remaining matches are at home and we have to make that count," he said.
"Our cup run hasn't helped and it's been a strange season. If we'd have got results over the last five matches we'd have been looking at the play-offs.
"That's been the story of our season. If we won a couple we were looking up, but a couple of losses and we were looking down.
"Early in the season we were fourth or fifth in the league and then in the second half of the season we were looking over our shoulders.
"Having said that I wouldn't swap the cup run for anything.
"The side lacked energy and sparkle. From our point of view, with the schedule we've had, and we're still in it, we need to get everyone behind us and we still need points."
Millwall defender Danny Shittu was at fault for the opening goal but Jackett refused to be too critical of him.
"Danny has been excellent for us this season. He's been caught on the ball but it wasn't a pitch or a game to take your time on," added Jackett.
"Beckford has finished it brilliantly. Beckford and Vaughan, on their day, are special."