A Steve Torpey strike on 74 minutes did the damage after Willie Donachie's side had enjoyed the better of the game.
Millwall's heads went down after the goal though, and the Iron could have easily doubled their advantage - first through a Billy Sharp header that cleared the crossbar and then an Andy Keogh strike in stoppage time that struck the inside of the post.
"They gave us a hard game and that's why it's a fantastic result," admitted Adkins.
"It was a smash-and-grab and they made it difficult for us.
"We tried to change it several times to get a foothold in the game, but we put our bodies on the line, worked hard for each other and came away with a fantastic win at a team who won't lose many at home.
"I thought Josh Lillis put in a great performance in goal and made some great saves.
"You can't underestimate this win. It's results like this that win you things. You never know how important this may be at the end of the season."
Millwall manager Donachie was frustrated that his side couldn't convert their chances.
"We need a goalscorer - although I don't think our strikers are lacking in confidence," said the Scot.
"We don't have players with enough desire to get in the six-yard box and into positions to hurt teams.
Iron resolve delights Adkins
"But I've got to be positive - our back four were excellent. We had all the good chances and they didn't get near our goal until they scored.
"The first half was disappointing despite us limiting their chances. In the second half we made good chances and then they scored. That's been the story of a lot of games.
"We need honest, strong people who take responsibility in these games - they had players like that."