Preston North End 'took Millwall apart in the first half' says manager Alex Neil
The Lilywhites won for the fourth game in a row on their travels and made it eight matches unbeaten overall.
Andrew Hughes, Tom Clarke and Sean Maguire fired North End into a 3-0 lead by the 27th minute.
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Hide AdFA Cup quarter finalists Millwall reduced the deficit in the second half through substitute Ben Thompson.
Neil said: "The first half was one of our best performances in terms of a first half, Norwich was excellent too.
"To be fair, we have started the last seven matches well, we are the only team in all four divisions not to concede in the first 15 minutes.
"We started really brightly and should have scored with Tom Barkhuizen's chance but then we scored soon after.
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Hide Ad"I thought we then took Millwall apart in the first half and could have scored more than three - that was pleasing.
"Naturally they were always going to have a rally, Neil Harris was going to get into them and demand more.
"The only disappointment in the second half was that we needed to show a bit more composure.
"We probably tried to turn the ball a bit too much.
"For 60 minutes Sean Maguire was excellent but then he tired badly after that.
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Hide Ad"However, their right-back Mahlon Romeo was hurting us down that side and I needed to put Lukas Nmecha out there to keep him in.
"So I had to make a choice to keep Sean on and to be fair to him, he always looks a threat."