Steve Morison scored the only goal of the game as Millwall earned promotion to the Championship.
The striker slid home Shaun Williams' cross with five minutes remaining to condemn Bradford City to an undeserved defeat at Wembley Stadium.
Both sides reached the final thanks to narrow aggregate victories in their respective semi-finals. Bradford defeated Fleetwood Town 1-0 on aggregate, while Millwall needed a 3-2 second leg victory following a goalless draw in the first.
Both sides were unchanged from their semi-final second leg, although Alex Jones - who missed both legs against Fleetwood for Bradford with a hamstring injury - earned a place on the bench.
Clarke misses golden chance in goalless first half
The Bantams' Tony McMahon had the first effort of the game. The ball fell his way on the right-hand channel following a cleared cross, but the right-back's tame effort dropped wide.
Neither side seemed to be cagey in the opening ten minutes as many expected. Millwall's first chance came when Morison latched onto a loose ball but was quickly closed down by Nathaniel Knight-Percival.
Bradford's game plan in the early stages was clearly to counter-attack and this method almost saw them score the opening goal. The impressive Mark Marshall sprinted away with the ball following a Millwall corner and played Billy Clarke through on goal, only for the striker to be denied by a great save from Jordan Archer. The Millwall goalkeeper was then called into more routine action when Josh Cullen drove a shot straight at him from a tight angle.
Archer was by far the busier 'keeper in the first 30 minutes and was forced to stretch to keep out Rory McArdle's header. The following corner was well-worked, finding Clarke whose scuffed shot almost found Marshall.
Morison nets only goal as Millwall seal promotion
Bradford once again started the second half on top, but one would be forgiven for thinking their lack of a goal would soon cost them. James Meredith tried his luck when the ball broke to him on the edge of the box but, once again, Millwall's back four held on.
Just moments after a 56th minute applause to commemorate the victims of the Valley Parade fire, the Bantams almost marked the tribute with a goal. McArdle headed over Clarke's free-kick but should have at least hit the target. The defender was unmarked in the centre of the goal.
Bradford almost paid for their missed opportunities when Lee Gregory raced through on goal. The striker, ever-reliable in front of the net with 18 goals this season, could only fire wide.
Millwall grew into the game and looked likely to score again with ten minutes left. The ball fell to Morison who would've had a free shot at goal from six yards had McArdle not denied him a clear goal with a last-ditched tackle.
Extra-time was looming but there was a final chance for Meredith, who headed McMahon's cross wide.
however, Millwall clearly hadn't read the script. The Lions broke away from a move started by Shaun Williams, and the midfielder crossed for Morison to slide into the roof of the net at the back post. The forward had previously scored 16 goals this season, but surely none more important than that.
A late chance for McArdle saw the defender lash wide but it will be Millwall involved in next season's Championship campaign, although some unsavoury scenes late on - with Millwall fans breaking onto the pitch - almost overshadowed a great day for the Lions.