It was just a pity that their travelling fans were not at there to see it.
A ban imposed as part of a measure to curb violence following rioting at the Lions semi-final defeat last May deprived Harry Redknapp's Pompey army of witnessing one of their sideâ€™s most emphatic wins.
The early exchanges hinted at an even contest, but a needless booking for an unnecessary foul by Millwall captain David Livermore provided the base for Pompey's opener as Kevin Harper made the most of his right-wing space to pick out Yakubu Ayegbeni who threaded a shot past Tony Warner.
Alarmingly for Millwall boss Mark McGhee, his side all but capitulated in a suicidal first-half defensive display.
Svetoslav Todorov benefited from Merson's reverse ball but was denied by Warner's legs, while winger Paul Ifill gifted possession to Merson whose exquisite pass released Todorov who provided Ayegbeni with the simplest of chances for his second.
Lions striker Neil Harris should have reduced the arrears but volleyed over from close in and Millwall were made to pay as Tim Sherwood made it three, rising highest to head home Harper's cross.
Tempers flared as Dennis Wise and Nigel Quashie came to blows. Both could have seen red, both earned yellow, while Sherwood's intervention fully merited a sending off.
Focus returned to footballing matters, and on the stroke of half time Todorov almost broke the net with a stunning right-foot shot after Sherwood's dummy had created the opening.
To their credit Millwall came out strongly after the restart, the Lions pride obviously wounded. Shaka Hislop tipped over Robbie Ryan's drive before somehow touching Christophe Kinet's free kick onto a post.
But despite Millwall's pressure Ayegbeni still found time to strike the crossbar, and when Robinson tripped the Nigerian, Merson stepped up to finish the scoring from the penalty spot to round off a perfect away day for Redknapp's side.