The first half ended 0-0 with both sides have few real scoring chances.
Only 1,722 turned up to watch the friendly and saw Millwall take the lead thansk to a Swindon own goal, some reports say it was scored by Sean O'Hanlon and other by Grant Smith, I haven't seen a replay yet, so I'm not 100% sure either way.
Millwall then went 2-0 up with a goal from Jerel Ifil's brother Paul Ifil.
With five minutes to go swindon got a goal back when youth team player Ashan Holdgate scored a 25 yard shot leaving the Millwall 'keeper with no chance to save it.
Swindon the pushed for a late equaliser, but Millwall head out for the win.
Swindon have four pre season away games this week. On Monday night they play Newbury, on Tuesday they face Grays, Thursday it's Cirencester, and on Saturday they play Bristol Rovers.