A brace from Matt Smith and another goal from Jayson Molumby sealed a vital win for the visitors.
The home side were down 3-0 in the first half and they failed to get back into the game in the second half.
As for Forest, it is a massive blow to their promotion hopes and it will be interesting to see how they bounce back in their next match.
Nottingham Forest fans will be bitterly disappointed with their side’s defending against Millwall. The likes of Joe Worrall were constantly dominated by Matt Smith. The 23-year-old should have done better to deal with the target man.