The Finn has come under pressure as Brighton, play-off semi-finalists in the last two seasons, have struggled for form this term.
Lee Gregory's first-half goal heaped further misery on the south-coast club as Millwall claimed just their second win in 16 league matches.
The result sees Ian Holloway's side move five points above their hosts, who occupy the final relegation spot in the English second tier.
Gregory, a close-season signing from non-League Halifax, seized on Magaye Gueye's wayward shot to steer past David Stockdale in the 15th minute.
The hosts' response was lacklustre, though David Forde did have to produce a smart stop to keep out Jake Forster-Caskey's effort midway through the first half.
If Hyypia was hoping for a late rally, it never materialised as Brighton succumbed to their ninth league defeat of the campaign.
