Millwall fans outnumbered Scunthorpe fans by nearly five to one but it was Nigel Adkins side who struck first when Matt Sparrow was left alone inside the area to score after five and a half minutes of the first half.
Scunthorpe had four good chamces to go further ahead but in the 37th minute, a stunning volley from 25 yards from Gary Alexander had Millwall level.
Two minutes later and Alexander struck with a header which City target Joe Murphy should have done better with, to send his side 2-1 up at the break.
With 21 minutes left of the match, Matt Sparrow squared the game after Wall keeper David Forde had missed the ball when coming out of his goal.
Martyn Woolford popped up with the winner six minutes from time to send Scunthorpe into the Champoinship.