Two goals in each half from David Jones and substitute Patrick Agyemang in between a Don Hutchison free-kick ensured that the Lancashire club left South London with all the spoils.
All eyes at kick-off were on former Millwall striker Danny Dichio who spent 18 months at the New Den. The 31-year-old striker was unsurprisingly booed every time he touched the ball by the home fans.
Millwall striker Barry Hayles looked lively in the opening 15 minutes. The New Den faithful were less than happy after the striker seemed to be pulled back by Preston's Claude Davis but shouts for a penalty were dismissed by referee Mike Jones.
But it was the visitors who took the lead somewhat against the run of play on 19 minutes. Jones curled a fantastic free-kick from 20 yards around the Lions wall and past the despairing dive of goalkeeper Andy Marshall. The goalkeeper managed to get a hand to the shot diving to his right but could not stop the ball sailing into the back of the net.
Millwall probed for an equaliser after the goal but were finding it hard to make any meaningful penetration through the Preston defence.
For all their possession it was easy to see why they had only picked up a single point from their opening six matches of the new season.
The tempo of the match slowed as Preston sat back happy to defend their lead.
But four minutes before the break David Nugent had a fantastic opportunity to double the visitor's lead.
Some mis-communication in the Millwall defence allowed the England under-21 striker to latch on to a route-one kick up the pitch by goalkeeper Carlo Nash but he mis-controlled the pass and Marshall thankfully plucked the ball from the air.
Millwall came out fighting again in the second half and were rewarded five minutes after the restart.
The Lions got a free-kick outside the area after Brian O'Neil clumsily fouled Millwall skipper David Livermore from behind. Former Scotland international Hutchison drilled a low free-kick from 25 yards to the right of a three-man wall that sneaked past the diving Nash in Preston's goal.
As play continued the tackles started to fly in as both teams tried to gain the momentum.
Millwall skipper Livermore was lucky not to have been sent off after a lunging tackle on Tyrone Mears having earlier being booked.
Both teams began pressing for a winner and on 75 minutes Hayles unleashed a cracking drive from just outside the box but Nash was equal to the task and saved well.
From the resulting break substitute Agyemang went through and fought off Robinson to have a run on goal. He brilliantly hit the ball with the outside of his right foot and the ball trickled underneath Marshall and into the back of the net.
Hutchison nearly pulled a point back for the home team at the end with a low free-kick but the shot which travelled through the wall was comfortably saved by Nash and Preston held on to take all three points.