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Millwall came close to an equaliser when defender Mark Beevers had space to shoot in the penalty area, but blazed his effort over the bar.
He did score seven minutes after the interval when Kasper Schmeichel initiated a fast break out of defence, which caught the Lions defence cold as he beat Forde from the left side of the box.
Vardy put the result beyond doubt moments later when his right-footed shot from a tight angle found the bottom-left corner of the net.
The result means that Leicester move top of the table, while Millwall remain just above the relegation zone.