The first chance of the game fell to the visitors as Martyn Woolford powered forward and dragged a shot wide of goal just three minutes in.
There was no let-up to the early action as Alan Dunne cut in from the right in the sixth minute and fired just wide, while Paul Taylor fired a low shot straight at Forde from the edge of the area just before the quarter-hour mark.
Neither side could ultimately break the deadlock come the half-time whistle, but Millwall came close two minutes after the restart when Woolford's effort was cleared off the line by Tommy Spurr.
Blackburn countered through Chris Brown, whose header from Marshall's cross three minutes later cannoned off the bar.
The Lions, however, continued to push forward with two chances in quick succession on the hour, courtesy of Aiden O'Brien and Magaye Gueye, but were tested in the 68th minute when Paris Cowan-Hall's one-on-one opportunity was thwarted by Forde.
Ultimately Millwall could not hang on to their clean sheet as the hosts succeeded in breaking the deadlock in the 78th minute, courtesy of Rudy Gestede's volley into the roof of the net from Craig Conway's cross.
Worse news was to follow for Neil Harris's charges as the game was put to bed in second-half injury time, Jordan Rhodes collecting Gestede's pass to bear down on goal and slot home to leave Millwall on the brink of relegation.
The Lions now find themselves four points from safety in 20th place, as the team above them, Rotherham United, have a game in hand.