"Bristol City have struggled against physical sides and our aim was to get the ball forward early and win the second balls.

"I took a gamble after our defeat at Middlesbrough and highlighted what I saw as a lack of honesty in the performance.

"That was totally unlike us and the players responded perfectly. When we work as hard as we did tonight, we are a very tough team to beat.

"Of course, there is massive relief after so long without a win, but they weren't all poor performances.

"I was told after one game that we should have had three penalties, which is never nice for a manager to hear.

"We haven't always got what we deserved, but tonight we did. We limited a very good Bristol City side to virtually no chances."

Bradshaw deflected a Ryan Leonard shot past Dan Bentley to give Millwall an 18th-minute lead and Bennett made sure of the points with a curling shot from the left corner of the box in the 68th minute.

City substitute Famara Diedhiou was then sent off for a high foot, his second caution in the space of six minutes.

City head coach Dean Holden said: "I actually thought our performance was an improvement on Saturday at Rotherham.

"We moved the ball well up to the final third of the pitch, but couldn't find a killer pass.

"Fam had his eyes only on the ball for the overhead kick that earned a second caution and it was harsh.

"On top of all the injuries we have, we now lose him for a game. But that's football and we don't have time to feel sorry for ourselves because we have another game on Friday.

"We will keep trying to be positive. We are up against it a bit at the moment, but the spirit is there to come again.

"The first goal came from a deflection and that made life tough for us because Millwall came determined to get men behind the ball.

"They looked to nick a goal and defend it. We were caught trying to play in the wrong area of the pitch for the second and it has ended up a poor night for us."