Neil Warnock handed Ryan Hall his first start since joining the club on loan and also welcomed Ross McCormack back to the subs bench after injury.
United went into the game on the back of a 6-1 home defeat at the hands of Watford, but Warnock's side went into this fixture the previous season on the back of a seven-goal mauling at home, and emerged victorious.
And, it was Leeds who threatened first when El-Hadjio Diouf was brought down just outside the box by Mark Beevers and Michael Tonge struck a free-kick which was blocked by the wall.
United started the contest brightly and looked a threat with good movement, particularly coming in from the wide areas.
The visitors did have a little spell themselves, but Tom Lees made a couple of timely interventions. And, when United broke, Luciano Becchio was thwarted by some good defending while Sam Byram had a shot blocked.
Millwall did look to play through Leeds, but the final ball was too far for Chris Wood and when Liam Trotter barged through he couldn't apply a finishing touch. United responded via Ryan Hall who showed good feet and forced David Forde into making the save.
The home side also carved out a great opportunity shortly after the half-hour, but Wood was unable to guide his header on target after a well-flighted cross into the box. Another header was cleared from a corner, and Millwall played some good football in the period leading up to half time.
Andy Keogh, one of three former Leeds players in the Millwall starting line-up, also had an opportunity before the break when he sent a shot wide of the mark.
United threatened on the stroke of half-time, though. Tonge had a shot blocked and Varney headed over after Millwall goalkeeper Forde had recovered from an earlier spillage.
But the second half got off to a disastrous start for Leeds when Luke Varney was shown a straight red card after a challenge with Adam Smith left the defender writhing on the floor after the Leeds man backed in to him.
That gave the hosts a lift - the atmosphere had been fairly subdued by usual standards - and Wood responded by firing a shot over the bar. Chris Taylor then curled a shot just wide of Paddy Kenny's upright and James Henry also went close.
With 25 minutes left, Warnock made his first change, introducing McCormack to the fray in place of Hall.
The Scot's first real involvement was to send in a free-kick after Henry fouled Diouf outside of the box. While Millwall had enjoyed the better of the ball, they had failed to create any real chances, other than one first half header, and as the game entered the final 10 minutes it was still finely balanced.
The ball did cross the goal-line on 82 minutes, but only after Kenny was barged into dropping the ball over his own line, and referee Mark Halsey awarded the free-kick.
There was no doubt on 85 minutes, though, when a ball was floated into the box and Wood crashed home a header to give Millwall the advantage.
That looked like being the decisive moment. Tonge did curl a free-kick wide in the first minute of stoppage time, but Henry also blasted a shot wide for the hosts after a quick break.