The Lions recorded back-to-back victories to give their survival hopes a massive shot in the arm.
Carlos Edwards grabbed the only goal midway through the first half, with the Latics hardly able to muster a meaningful effort on David Forde's goal.
"I'm delighted," admitted Holloway. "Whether they had half an eye on the FA Cup semi-final I don't know, but you can't argue with the way we played.
"We moved the ball around well in the first half and we scored a great goal.
"The second half was different - we were up against it and we got a little bit nervous.
"But we hung in there and the last two games have given me a little bit of hope and pride for the future."
On the back of Saturday's 2-1 victory at another play-off chasing side, Nottingham Forest, it gives the Lions renewed hope of avoiding the drop heading into the last five matches.
"It's fantastic for us to win back to back games, and I think we deserved them if you watched both games," Holloway added.
"We had to hang in there because it's a tremendous squad here at Wigan.
"We just tried to get in their ribs and get a few tackles in. But I actually thought we played really well once we did win the ball, and just about deserved it.
"I don't really care whether we did or we didn't deserve it, because we need a miracle and I need to persuade my lads that we can do it.
"It's a tough ask, but we're a tough club.
Latics chief Uwe Rosler, who made eight changes to his starting XI in an attempt to freshen things up, admitted a slow start set the tone for the evening.
"When you start a game like that it is very difficult to get anything in football," acknowledged the German.
"The second half was okay, and I don't think we could have done any more except score a goal.
"We pinned them back, they only had one chance, and we did everything we could to rescue the game.
"But we gave the first half away. There were big holes in midfield.
"Full credit to Millwall, they played virtually the same team that won at Nottingham Forest at the weekend.
"We had fresh legs in there, players who wanted to prove a point, and were given the opportunity to prove a point."
The long-awaited return of Shaun Maloney was the biggets plus for Wigan, with the Scotland man coming through the 90 minutes to put himself in contention for a Wembley spot against Arsenal.
"Shaun definitely proved a point tonight," Rosler added. "I thought he was our most creative player, and I was amazed that he could play for 90 minutes after such a long time out."