Two goals from Steve Jones helped the visitors to a 3-1 win in the bottom of the table clash as they continued the good form they showed against Leeds last week.
A Barry Hayles penalty was all that the troubled Lions had to show from a poor display which left the home support calling for heads to roll.
Crewe showed more attacking intentions in some tense opening exchanges with the pace of Steve Jones causing problems for the Millwall defence. He flashed a shot towards goal after ten minutes only to be ruled offside but the tone was set for the half.
Billy Jones then fed a beautifully-waited throughball to Steve Jones who calmly rounded Paul Jones in the Millwall goal before putting a sure strike into the bottom corner.
Crewe could have had another when Steve Jones made a dangerous run into the box and flicked a pass to David Vaughan whose powerful shot skimmed the crossbar.
Millwall pressed harder after going behind as they dominated possession. Hayles was stirred into action but fired just wide on the half-hour mark.
His reward came minutes later though when Ben Williams upended Bruce Dyer for a Millwall penalty and the striker shot safely home from the spot.
Half-chances abounded in the early part of the second half, the best of them coming from a Hayles cross on 52 minutes. Dyer tried a clever flick from five yards out but the ball dribbled wide and at the other end Vaughan's close-range effort forced a good save.
The breakthrough for Crewe came on 62 minutes when Kenny Lunt's cross found Gary Roberts who headed the visitors into a 2-1 lead.
Millwall could very easily have equalised from the restart, a goalmouth scramble seeing the ball bobble wildly before being hit over the bar.
Steve Jones showed the cutting edge Millwall were so obviously lacking in scoring Crewe's third on the 70th minute mark when he was given acres of space and his thumping strike sent the 200 visiting fans wild.
Crewe's forwards continued to find themselves in space while the Lions looked completely bereft of ideas.
On this performance, and still with three key players suspended after sending offs against Burnley, Millwall's season seems to be going from bad to worse. More play like this by Crewe however and they could be climbing away from danger.