Millwall took the lead in the 13th minute when Thompson converted a cross from Lee Gregory following a swift counter attack.
Ironically, the goal was celebrated in a similar position to where Grealish was attacked on Sunday, and was greeted by Birmingham fans out of their seats angrily shaking their fists at the scorer.
It got worse for the home side when Thompson doubled Millwall’s lead in the 32nd minute. The midfielder ran in unchallenged, cutting in from the right, before drilling his shot under Lee Camp.
Birmingham (4-4-2) Camp; Harding, Dean, Morrison, Pedersen; G Gardner, Kieftenbeld (C Gardner 46), Mrabti (Maghoma 59), Mahoney; Adams, Vassell (Jutkiewicz 59).
Subs Trueman (g), Jota, Dacres-Cogley, Davis.
Millwall (4-5-1) Martin; Romeo, Pearce, Cooper, Ferguson; Wallace (Hutchinson 90), Leonard, Thompson, Tunnicliffe, Marshall (Meredith 84); Gregory (Morison 66).
Subs Archer (g), Williams, Elliott, O’Brien.
Booked Marshall, Cooper.
Referee John Brooks (Leicestershire).