Clive Platt scored the only goal as Colchester dented Millwall's hopes of winning automatic promotion.
Platt headed home a Mark Yeates cross with seven minutes remaining.
Gary Alexander, who later went off with a head injury, went close to a first-half opener for the Lions but his header was saved by Mark Cousins.
The Colchester keeper saved from David Martin after the break while Millwall stopper David Forde denied David Perkins before Platt struck.
Millwall: Forde, Dunne, Craig, Whitbread, Frampton, Martin, Bolder, Laird, Henry (Grabban 88), Alexander (Grimes 43), Price.
Subs Not Used: Pidgeley, Barron, Abdou.
Booked: Whitbread, Grimes.
Colchester: Cousins, Maybury, Trotman, Baldwin, Tierney, Perkins, Hammond, Izzet, Yeates (White 89), Platt, Hawley (Wasiu 90).
Subs Not Used: Gerken, Hackney, Corcoran.
Booked: Baldwin, Trotman, Maybury, Tierney.
Goals: Platt 84.
Att: 8,071
Ref: Paul Taylor (Hertfordshire).
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