Millwall lead Blackpool by one goal as the teams head into the half-time break at Bloomfield Road.
Matt Phillips and Gary Taylor-Fletcher went close early on for the hosts, but there was danger at the other end as Rob Hulse struck the post.
The deadlock was broken in the 32nd minute when James Henry's corner somehow found its way into the net.
Hulse nearly doubled the Lions' lead when he was sent racing clear, but his chip over Mark Halstead came back off the crossbar.