The visitors were forced to play the final 37 minutes with just ten men after Danny Dichio was shown a second yellow card after catching Hornets skipper Sean Dyche across the bridge of the nose with his elbow.
"On the balance of play I thought we deserved to win but after 10 home games without a league win I have been saying we needed a bit of luck to go our way," the Hornets boss said after the slender 1-0 win against Denis Wise's play-off hopefuls.
"That certainly happened today, not only with the sending-off but also the fact Millwall should have equalised in the last minute but instead hit the post."