Scott Malone and Ben Thompson scored brilliant individual goals to secure all three points and just a second home win of the season for the Lions.
Tom Bradshaw added gloss to the scoreline right at the end as he deflected Mahlon Romeo's goal bound effort.
Story of the game
After a fairly quiet start, Wednesday took the lead ten minutes in. Elias Kachunga was able to cut the ball back for Callum Paterson he had two bites at the cherry and put the ball in the net with Bartosz Bialkowski grounded.
Joey Pelpupessy went close a few minutes later but saw his shot go wide of the near post.
Millwall given an opportunity to draw themselves level on the 40 minute mark. Pelpuessy fouled Ryan Leonard in the box. Zohore converted from 12 yards.
Jon Dadi-Bodvarsson went close on 54 minutes. His deflected effort was kept out well by Kieren Westwood.
Scott Malone gave the Lions the lead on 68 minutes. A superb piece of individual talent from the on loan Derby County man. It got better just a minute later. Ben Thompson scored an unbelievable goal from just outside the area.
It got even better for Millwall as stoppage time approached. Romeo drove forward looked up went for goal and shot towards goal and it looked to have taken a deflection off Tom Bradshaw.
Paterson on the scoresheet again
Callum Paterson had a slow start to his Wednesday career but he is making up for it now. His goal being his second of the week after scoring in the 1-0 win at Bournemouth in midweek. He now has four goals in his last appearances league appearances.
Millwall's struggles without Jed Wallace
Millwall had to play the first half without their main man Jed Wallace and it's clear to see why he is so valued by the Lions. Millwall failed to create chances in the opening 45 minutes. A Zohore free-kick the only shot that Millwall had in target in the first half bar the penalty. It's not just chance creation that Wallace brings, it's goals as well. He is the Lions top scorer this season with six goals.
Millwall finally win at home
It's safe to say that Millwall have been affected by the loss of fans more than most. This was just the second time this season that Gary Rowett's men took all three points on their own pitch and the first time they have won at home on a Saturday for over a year. Could this be the moment that Millwall's season has finally begun?
Gary Rowett made three changes to the Millwall side that drew 0-0 with league leaders Norwich City on Tuesday night. Danny McNamara, Ben Thompson and Jed Wallace all dropped to the bench and are all nursing minor knocks. George Evans came in for debut following his move from Derby County. Jon Dadi-Bodvarsson started up front.
Meanwhile, Wednesday made just one change, Chey Dunkley returned to the startling eleven.