Danny Senda scored for Millwall after only 6 minutes with a close range header to give the London side the lead.
On 30 minutes Swindon were given a penalty after a foul on Timlin. Simon Cox took the kick and sent ex Swindon keeper Rhys Evans the wrong way to equalise.
Milwall came close again, and had their own penalty appear turned down, instead they were given a free kick for a foul which had taken place seconds earlier.
Anthony McMamee gave Swindon the lead shortly after half time after his deflected shot hit the post and went in.
Both sides had further chances, but Swindon held on to win 2-1, and pick up another double. Swindon finished the season in 13th place with 61 points.