And pressure will now be increasing on the Scottish manager who joined the club in the summer from Norwich, as they continue to struggle in the Premier League.
An early effort from James Henry saw Millwall go close but it was Aston Villa who took the lead in south London.
Their advantage, though, only lasted five minutes as the dominating figure of Danny Shittu found himself free in the penalty area and he headed home a corner to equalise.
An ambitious long range shot from Adam Smith landed straight into Shay Given’s arms but the veteran Irishman was troubled by most balls deep into his box as Millwall attempted to make the most of the Villans’ frailties.
Given’s compatriot and opposite number, David Forde, fisted away Barry Bannan’s strike half-way through the second period as both sides failed to find another gear.
But in the game’s dying embers there was to be a winner as Marquis, in the 89th minute, headed home into an empty net from close range after his first effort bounced back off the crossbar.