Goals from Shaun Maloney and Callum McManaman either side of the interval were enough to seal a meeting with either Manchester City or Chelsea for Wigan, just 35 years after they were elected into the Football League.
Here's how the players from each side rated out of ten:
David Forde: Ireland international made two fine saves and could do nothing about the goals. 7.
Alan Dunne: Hard-working display as ever from full-back, but lost Maloney for first goal. 6.
Danny Shittu: Skipper did little wrong at the back but could not lift his team. 6.
Shane Lowry: Had his hands full facing McManaman but on the whole coped well. 6.
James Henry: Only just back from injury and it showed - winger was very quiet. 5.
Mark Beevers: Vital early block from Gomez set tone for a solid performance. 6.
Chris Taylor: Millwall's main attacking threat, although that is not saying much. 7.
Andy Keogh: Toiled on his own in attack without making an impression. 6.
Jack Smith: Utility man scrapped in midfield and made some vital interceptions. 6.
Jimmy Abdou: Frenchman tried hard but at times looked lost in a crowded midfield. 6.
Sean St Ledger: Unable to get his foot on the ball as Millwall sat too deep. Booked. 6.
Rob Hulse (For Smith, 66): Did not get an opportunity to make an impact. 5.
Liam Trotter (For Abdou, 71): Tried in vain to get Lions going. 6.
Shaun Batt (For Keogh, 89): Given a late run-out. 5.
Ali Al Habsi: Quiet evening for recalled keeper who hardly had a save to make. 7.
Arouna Kone: Superb burst forward and cross for Maloney's goal. 7.
Antolin Alcaraz: Defender was able to snuff out any threat from Keogh. 7.
James McCarthy: Kept his head in midfield, neat and tidy with the ball. 7.
Shaun Maloney: Well-taken goal capped a display full of class. 8.
Jordi Gomez: A constant threat. Superb reverse pass to set up McManaman. 8.
Callum McManaman: Never stopped running down left and grabbed a deserved goal. 8.
Emmerson Boyce: Given the runaround by Taylor and rarely got forward. 6.
Jean Beausejour: Chilean winger put in a solid if unspectacular shift. 6.
Maynor Figueroa: Rarely under pressure, kept Henry quiet down Millwall's right. 7.
Paul Scharner: Austrian was a rock at the back as Millwall pressed late on. 7.
James McArthur (for Beausejour, 60): Shored up Wigan's midfield in final stages. 6.Angelo Henriquez (For McManaman 89): Got a couple of touches late on. 5.