They were given some assistance in this game as Millwall goalkeeper Lenny Pidgeley was sent off for preventing a goalscoring opportunity ten minutes before half-time.
Millwall then took the lead and it looked as though the Londoners would hold on with ten men until a strong fightback in the final 20 minutes brought the Robins three points.
There was no shortage of talking points in an incident-packed first half.
Cheltenham had two good early chances through Kayode Odejayi and Steve Guinan but the opening goal came from the penalty spot.
JJ Melligan crossed from the right and referee Trevor Kettle adjudged that Guinan had been prevented from reaching the ball by Paul Robinson. Grant McCann made no mistake from the spot after 14 minutes.
The Lions drew level ten minutes later when Marvin Williams broke down the right and passed to Kevin Braniff on the edge of the box. The striker laid the ball back for skipper Derek McInnes to drive a 25-yard rocket shot into goalkeeper Shane Higgs' top right-hand corner.
It was end-to-end stuff at that point but Cheltenham were given a numerical advantage on 36 minutes when Odejayi raced onto a long ball from McCann.
Millwall goalkeeper Pidgeley got there first but was well outside his area and referee Kettle showed him a red card for handball, the goalkeeper protesting that the ball had struck his face.
The resulting free-kick came to nothing and the ten men confounded the odds two minutes into first-half added time when Williams raced onto a long ball from Braniff and cut inside defender Jamie Victory before driving a shot beyond Higgs from just inside the area.
Cheltenham struggled to break down the stubborn ten men at the start of the second half but the breakthrough finally came with 69 minutes played.
Substitute Ashley Vincent's throughball brought a burst of pace out of Odejayi and he rolled a cool finish beyond replacement goalkeeper Chris Day.
With eight minutes left the home side made their man advantage count decisively when Odejayi broke down the left and crossed for McCann. His shot was saved by Day but Melligan followed up to net the rebound from a tight angle.