The Suffolk side have now taken 16 points from a possible 24 since McCarthy took the reins, and were on the mark again through DJ Campbell's double and a Daryl Murphy third.
McCarthy said: "We've got Leeds away next weekend and then a really tough Christmas period.
"Everyone is starting to talk differently, rather than about staying up, but I'm just happy with the points today.
"I was delighted and thought we deserved it, although I wouldn't say it was easy. The lads are knackered and really put a shift in. Teams only play as much as we allow them to and I thought our boys were terrific in stopping Millwall play."
On the future of Campbell, who has become a fans' favourite since joining on loan from QPR, McCarthy added: "I left (QPR boss) Harry Redknapp a message the other day but I think he's got plenty on at the moment.
"We can't do anything about it anyway. It'll run its course but other people will be interested because he's scoring goals.
"He wants to sign for a club permanently and we'd like to take him, but there will be mitigating circumstances."