The confidence was evident as the Lions were able to overcome an 89th minute equaliser from the penalty spot after Neil Harris had given them the lead in the first half with his sixth goal of the season.
Cahill, who once again covered every blade of grass in a tireless performance, soared high above the Rotherham defence in the last minute to head home an excellent Peter Sweeney cross and give Millwall a slightly fortuitous win.
The players' celebration and the look of relief on the face of player-manager Dennis Wise' face showed they knew they had got out of jail.
Wilkins added: 'I asked the players afterwards if we have ever won by more than one goal. It was a titanic struggle at the end and a wonderful goal to win it for us.'
