Waddock took over earlier in the week after Ian Holloway was put on gardening leave for expressing an interest in the vacant Leicester job and admitted before the game he feared the fans would stage some sort of protest.
But they got behind the new man and their team as they piled more pressure on a Millwall team who remain in the bottom three.
Marc Nygaard grabbed the only goal of the game on 56 minutes as QPR finally fashioned an opening worthy of their dominance.
Paul Furlong released Gareth Ainsworth clear on the right and Nygaard met his cross with a powerful header. Lions keeper Andy Marshall made a brilliant save but the ball fell straight back to the Danish striker who volleyed into the empty net.
Relegation-threatened Millwall produced absolutely nothing in the first half and were lucky to go into the break still level.
Lions striker Berry Powel continually gave the ball away with poor touches up front, leaving the visiting defence to deal with constant pressure.
But despite decent probing from QPR wingers Lee Cook and Ainsworth, the Hoops failed to find a way through.
Furlong wasted the best chance on 21 minutes after being put clean through. Cook made the opening with a powerful run in from the left and an incisive pass in behind the defence, but Furlong dragged his shot wide with just goalkeeper Marshall to beat.
Furlong's strike partner Nygaard was equally wasteful later in the half as he attempted a cheeky back-heel from an Ainsworth pull-back when a powerful shot seemed more suited. The ball ran to Cook but his shot on the turn was well over the bar.
Half chances also fell to Ainsworth and Marcus Bignot but they failed to keep their fizzing efforts on target as Millwall held on.
The Lions actually started better in the second half, but Alan Dunne's sliced effort from the edge of the box was the closest they got to grabbing a shock lead.
And they were finally undone on 56 minutes when QPR produced the best move of the match and Nygaard was on hand to convert at the second time of asking.
The goal sparked the game to life and Rangers should have increased their advantage on 73 minutes when Bignot had the goal at his mercy following a neat one-two with Nygaard, only to drag his shot wide from just six yards.
Millwall looked unlikely to haul themselves level and their cause was not helped when Dunne was shown two yellow cards in quick succession, the second for a dangerous elbow on Steve Lomas which saw the Lions reduced to 10 men for the final 10 minutes.
And it was no surprise that Rangers comfortably held on to hand their new manager a debut victory.