After getting 2019 off the best possible start with a 4-0 victory over Lewes last weekend, Jonathan Morgan's outfit made it two wins in a row on matchday 14.
Before kick-off, the two sides staged a minute's silence in memory of Molly Webb, a Loughborough Foxes FC player and coach who sadly passed away last week.
Melissa Johnson opened the scoring for the Foxes inside two minutes in front of a large crowd in Quorn before Evie Clark levelled for the Londoners on the half-hour mark.
However, Libby Smith restored City's lead with a spot-kick before the half-time break while Ella Franklin-Fraiture doubled their advantage with over half-an-hour to play.
While Clark struck again for the visitors from the penalty spot in the 76th minute, Leicester defended valiantly before Millwall had Freya Bailes sent off in the last minute.
As a result, the Foxes are currently fifth in the league and next head to Aston Villa in the FA Women's Championship on Sunday 27 January (3pm GMT kick-off).
The details...
City: Ayisi, Jackson, Worts (Axten 56'), Lambourne, M. Johnson, L. Johnson, Franklin-Fraiture, Greengrass, Morgan (c), N. Johnson, Smith
Subs not used: Clarke, James, Dugmore, Domingo, Thomas, McCue
Goals: M. Johnson 2', Smith 35' (p), Franklin-Fraiture 53'