A sublime David Prutton volley and a well-worked move finished off by Andrew Hughes secured the win, which came after they had been dominated by the relegation-threatened Lions for the first hour.
Leeds boss Gary McAllister admitted his side had ridden their luck - and was surprised at the quality of the hosts' play - and their position in the table.
But Kenny Jackett's team lacked the cutting edge to score - and goals at their home, The Den, have been a huge problem all season.
They have won only eight games at home and lost ten, while Leeds have now won eleven times on the road.
Millwall had the better chances in the early exchanges, with Ahmet Brkovic twice dipping free-kicks the wrong side of the post.
Tony Craig controlled another but hooked his shot over the bar in the 32nd minute, and the Croatian Brkovic scooped another effort over the bar on the half-hour.
But Leeds keeper Casper Ankergren held efforts by Jay Simpson and Bas Savage easily.
Jem Karacan's 25-year rocket rattled the bar and Simpson's 30-yarder was inches higher.
But on the hour Dougie Freedman swept a shot narrowly wide of the near post before the striker volleyed straight at Rhys Evans in the Lions goal soon after.
Leeds took the lead when Craig's headed clearance fell nicely for Prutton who timed his strike sweetly and accurately into Evans' bottom left-hand corner.
And Bradley Johnson's persistence then got him to the byline and, when he crossed, substitute Hughes was left unmarked to stroke the ball home.
After the match McAllister said: "We can't slacken off yet - we have to keep pushing until we're out of this division.
"But I'm pleased for the players because they were given such a massive handicap at the beginning of the season but I don't think I've heard one of them complain about it.
"Millwall were excellent in front of a fantastic crowd and it makes you wonder why they're so near the relegation zone."