It heaped the pressure on Lions chief Ian Holloway as the fans called for his head before attempting unsuccessfully to attack Millers supporters at either side of their end of the New York Stadium.
After shipping eight goals in their previous two away games, Millers chief Steve Evans made three changes, one enforced as captain Craig Morgan was ruled out with a twisted knee.
Kirk Broadfoot replaced him in central defence, while Conor Newton came onto the right of midfield with Danny Ward given a starting role up front alongside Matt Derbyshire.
Rob Milsom and Conor Sammon dropped to the bench.
The Millers began brightly enough but it was Millwall who struck in the 20th minute. Left-back Dan Harding swung over a deep cross, Gary Taylor-Fletcher headed the ball back across the area and Martyn Woolford stuck out a leg to toe-poke home a volley inside Adam Collin’s left-hand post.
The Millers created several half-chances which Derbyshire went close to converting but they could have gone 2-0 behind in the 37th minute when Taylor-Fletcher headed on down the middle, Lee Gregory took the ball on but, as he attempted to prod it home, Collin stuck out his left leg to divert it for a corner.
Boos from the home fans greeted the half-time whistle.
The Millers struck back straight after the interval in almost a carbon copy of the Lions’ goal. Pringle crossed deep, Derbyshire headed back across goal and Ward’s fierce drive was deflected past a stranded Forde.
Millwall attempted to strike back but a goalbound header from Woolford was diverted for a corner by the outstanding Broadfoot.
Right-back Jack Hunt then drove a shot against the far post and Forde did well to tip over the rebound from Ward.
The Millers were not to be denied and Pringle swung over their 11th corner for an unmarked Arnason to head home the winner at the far post.
“It was a lot of character shown,” said boss Steve Evans. “We got them in at half-time and they were feeling a little bit sorry for themselves.
“I told them to relax and that I’d stand in front of them whatever happened.
“It helps when we get the early goal but it would have been a travesty if we don’t win the game because we have laid siege to their goal.”