The Portuguese midfielder ran from the halfway line before unleashing an unstoppable effort to beat Millwall goalkeeper Jordan Archer after just ten minutes.
Despite dominating possession thereafter though, Wolves were unable to convert any further chances and ensure that the scoreline gave a more accurate reflection of the match.
Of his goal, Jota said: "I had been trying for a few games to do something similar to that, but haven't had the luck that I had today. When I went past the defender I wasn't sure what I was going to do, but I saw that I didn't have many options to pass so decided to have a shot and finally one has gone in!
"It's definitely one of the best goals I've scored so far in my career, but the most important thing was the win. We lost here at home in the last game we played, so it was vital that we got the win today and we're happy that we were able to."
Jota himself, along with Leo Bonatini and Romain Saiss, had chances to extend Wolves' lead, but the home side had to face an anxious five minutes of injury time in which Millwall twice went close to snatching an unlikely equaliser.
Jota acknowledged after the game that Wolves should have made more of the near-70% of possession that they enjoyed, and need to become more ruthless.
"We know we have things to improve on, and one of those is definitely being able to kill a game off," he said.
"Even with ten men they caused us trouble at the end - we needed to get a second goal so we could breathe a bit easier and not suffer like we suffered at the end. We need to improve that aspect but we know that, and we'll work on it."
The victory maintained Wolves' impressive start to the season, and with Jota's individual display again catching the eye as well, he admitted that he is enjoying life in England.
"It's a different kind of football here," he added. "I'm enjoying it but it's a lot more physical, whereas I'm used to a more tactical game. However it's no problem because we are adaptable players and can play different kinds of styles.
"The fans are enjoying watching us and we like that they appreciate our football. I think it's maybe a different style to what they're used to - more of a possession game - so it's good that they like the way we are trying to play.
"Everyone is happy and confident after the start we've made but we know we need to keep working hard because there is still a long way to go."
*Wolves are back in action at Molineux against Bristol City tomorrow night (7.45pm). Fans who purchased a match ticket for Millwall are reminded that they can purchase a ticket for tomorrow’s game at half price.
