Thomas Ince fired Blackpool ahead in the 16th minute, but Liam Trotter levelled from the spot after Isaiah Osborne was harshly adjudged to have handled in the area.
Nicky Bailey and substitute Steve Morison added superb strikes in the second-half to lift Millwall off the bottom of the Championship table.
"It's very hard to say if it was a penalty," said Lomas. "It hit his hand but whether it's intentional we don't know.
"But we've been on the end of some poor decisions so maybe we got the rub of the green - and I still think we're owed some as well.
"The penalty before half-time makes the team talk easier, and then there were two emphatic finishes."
Chairman John Berylson flew in from the USA to attend the match and Lomas felt his side provided a fitting response after Saturday's 5-1 home thrashing by Derby County.
"It's great for the chairman, he has taken some criticism for appointing me so I'm delighted for him and the players. He has this club at heart and wants it to do well," said the Lions boss.
"The lads were hurt after Saturday, you could see it and they weren't going to give this game up.
"You can apologise all you want but talk is cheap. That's how you apologise - on the pitch."
Blackpool manager Paul Ince questioned referee Stephen Bratt's decision to award a penalty, but admitted his side produced a lacklustre display after the break.
"We watched it at half-time and we feel a bad decision has gone against us, it was nowhere near his hand," said Ince.
"It's a bad time to give away a penalty. They go in with tails up and we are deflated.
"In the second half they came out with fire in their belly and they deserved
it while we looked leggy."