On the field, the tension between the teams spilled over in February when Jermaine Beckford was banned for three games after elbowing Millwall keeper David Forde.
But after watching Chelsea's discipline fail them this week, Jackett said his Lions must not live by the law of the jungle as they aim to reach Wembley.
"We have a responsibility not to incite the crowd," he said. "And us playing good football on the floor is part of our responsibility. You want to be fired up but not so fired up you make bad decisions."
Millwall have never won a play-off game in eight attempts. But Jackett has been involved in three playoff campaigns, with QPR, Swansea and Watford, and made the final every time.
He added: "The key is to concentrate on yourself and make sure everyone plays to, or near, his maximum."
The winner of the tie will face either MK Dons or Scunthorpe United in a promotion-deciding final at Wembley.
Millwall's visit to Elland Road in October 2007 was marred by repeated clashes between troublemakers and police, with travelling supporters causing thousands of pounds worth of damage to buses as they headed to the ground.
The London club's most recent game at Leeds was in February this year and passed off without incident.