Jamaican stricker, Ricardo Fuller, secured all three points for Millwall with a late goal in the 83rd minute.
His goal gave Milwall a much needed win as it is their first win in nine games.
Ian Holloway said “I wish I could play here every week – as a manager this is my fourth win on the bounce at Forest”.
After Milwall snatched the three points on Saturday. Stuart Pearce was later relieved of his duties at Forest.
The full BBC match review can be read here.