The Spaniard struck just before half-time after Jesse Lingard had been fouled, to end Brighton's six-hour wait for a goal away from home.
Jermaine Easter came closest for Millwall when he hit the bar after the break, but the Lions failed to severely test Tomasz Kuszczak and remained in deep relegation trouble.
With the Sky Bet Championship play-offs still within touching distance for Brighton, Jones called on his side to produce some consistency.
"It was difficult game," he said. "The penalty could have gone either way, I think.
"Danny Shittu leaned on Jesse [Lingard] inside the box and he is a very strong lad. These things even themselves out. We have had stonewall penalty appeals turned down, but maybe we got a bit of luck today.
"We would like to be in the play-offs but it is very tight and we have had a lot of games to contend with. The FA Cup was a nice distraction but it is an important time now. We have got a lot of big games coming up.
"It was important that we got three points today, however we got them. We ground it out; we showed our resilience and top teams have to show that.
"We have got some top players. We are pleased because it wasn't fluent or pretty and not one for the purist. We are very happy with the three points."
Seven minutes before the break Brighton debutant Jesse Lingard was floored inside the box by Shittu, and referee Geoff Eltringham pointed to the spot.
There seemed to be minimal contact, but Lopez despatched the resulting kick, firing to David Forde's right as the goalkeeper dived the other way.
Millwall manager Ian Holloway was left mightily disappointed by the award of the decisive spot-kick.
He said: "I don't think they (the Football Association) can fine me because I promised my wife I won't ever get fined again.
"The last time I got fined was on the opening day of the season at Crystal Palace when Dean Moxey got a penalty given against him (against Tottenham), and this was much worse.
"That cost me a fortune and this was twice as bad, if not four times as bad as that. We should have not invited Lingard into the space, but Danny chased him and I thought it was going to be a goal-kick.
"It is shoulder to shoulder, if anything. I can't say that there wasn't enough contact because Danny is built like a proverbial.
"We haven't got anything like the result we deserved. I want my lads to not shout at referees because we have been fined £16,000 in the last few weeks and it is my job to get fairness.
"A referee should walk into this ground and be ready to be fair to both teams, but I don't think he was biased. It was a mistake."