The 32-year-old frontman links up with new Lions manager Ian Holloway for a second time after they worked together at Blackpool.
"The attraction of Millwall for DJ is that he can go back to London, where his family are from and he'll be reunited with Ian Holloway. The pair have a lot of time for each other," Rovers boss Gary Bowyer told the club's official website.
"Both parties felt that it was the right move and it will be good for him to get some games under his belt."
Campbell will fly out to Portugal later this evening to join Millwall at their warm-weather training camp.
He will be ineligible to play against Rovers when the two teams meet on March 29.