Far too many times this season Blues have thrown away the lead in the latter part of games and they once again suffered a fright after taking a 2-0 half-time lead against Ian Holloway's side.
Millwall pegged a goal back nine minutes into the second half and Blues then had to sustain an onslaught from the home side.
However, on this occasion Blues defended their lead vigorously and were rewarded when Wes Thomas secured all three points with a third goal six minutes from the end of normal time.
"Our issue this season has been, from the last 30 minutes, we have dropped 11 points from winning positions," Clark said after the game at The New Den.
"We have spoken about it, when teams go behind they will come at you and you have to be resolute - and we were.
"If we had taken even half of those points dropped from winning positions we'd be in the top 10 and everyone would be talking positively about us.
"Previously when we've had a setback we haven't responded, but this time we did. I said at half-time they would throw the kitchen sink at us and fortunately the players responded.
"We can take confidence from that."