Jack Butland was called into action early on for the home side, turning behind a deflected free kick to keep the score level.
The Whites began creating chances of their own, and with nine minutes on the clock, a penalty appeal was waved down by the referee after Matt Smith went down in the box under pressure from Shane Lowry.
Unfazed by the decision, Smith found the back of the net for the game's opening goal shortly after, heading home Connor Wickham's long throw.
The Lions came close to pulling one back through Scott McDonald shortly after the restart when he looked to have tapped home, but Butland managed to smother the ball on the line to retain the two-goal advantage.
Millwall did have a lifeline with 73 minutes on the clock, however, as DJ Campbell's 20-yard effort found the back of the net to make it 2-1.
The visitors came close to finding an equaliser late on as chances fell to both Woolford and substitute Simeon Jackson following a goalmouth scramble, but Leeds cleared the dangers to secure only their second win in nine games at Elland Road.