Neither side could get a grip on the game in the early stages as chances were scarce.
Middlesbrough began to hold onto the ball much more as the game went on, though it was Millwall who struck first on 25 minutes through Liam Trotter.
After the goal, the scrappy affair continued as the referee began to show yellow cards in a bid to gain control.
Millwall doubled their lead on 35 minutes, thanks to a goal from Andy Keogh.
The away side began to push forward in a bid to get back into the game and did so on 43 minutes.
The sides went in at half-time with the score at 2-1.