Ross McCormack's 65th-minute strike condemned Millwall to a seventh home defeat in eight games, but The Lions were again left bemoaning their luck.
McCormack's winning goal was sandwiched between three huge decisions that could have changed the course of the game.
The Lions had two strong shouts for spot-kicks waved away by referee Lee Probert moments before McCormack scored the winner.
And just two minutes after Leeds had taken the lead, Andy Keogh was fouled in the area, Harry Kane swept the loose ball home but the official had already blown for a penalty.
Up stepped Darius Henderson, who saw his strong spot-kick brilliantly clawed away by Leeds stopper Andy Lonergan.
"It wasn't a losing performance, it had a lot of spirit and heart," said a pragmatic Kenny Jackett.
"The crowd backed us all the way. We now face a vital seven games going forward and we must make sure that we keep the confidence and spirit.
There were some big decisions and talking points, but people will make their own judgement."
Lions boss Jackett named an unchanged team from the side that beat Doncaster so convincingly in midweek, with the only alteration the presence of Shane Lowry on the bench in place of Alan Dunne.
It was almost inevitable that, having seen Millwall score three goals on Tuesday and Leeds themselves involved in a 10-goal thriller too, the opening half of this match was largely uneventful.
Harry Kane saw a ninth-minute header held by Lonergan from Henry's free-kick and Henderson was narrowly off-target from the youngster's delivery, while Leeds midfielder Adam Clayton nodded a corner wide at the other end.
Kane was the meat in a Leeds defensive sandwich midway through the half, but still managed to win a strong header and play the ball into the path of Henderson. Unfortunately Leeds keeper Lonergan was equal to the top scorer's left-foot drive and saved low at his near post.
The second half saw the visitors start strongly, forcing two corners and a solid save by Taylor from McCormack within the opening three minutes.
But the game really came to life just before the hour mark and the following 10-minutes ultimately proved decisive.
Henry was sent tumbling to the ground after wriggling his way into the danger zone, but referee Probert booked the Millwall player for simulation when replays indicated contact had in fact been made by a Leeds player.
Three minutes later Henry again was the source of an enterprising Lions attack, only to see the ball handled by Alex Bruce as Henderson waited to pounce. Much to the dismay of the home camp the offence was not spotted and play waved on.
To compound Millwall's frustrations, Leeds went ahead after 65 minutes. Henry over-hit a corner, and with skipper Paul Robinson on the left flank trying to retrieve the ball, United broke with pace and precision.
Hard as Robbo tried to make up ground, Leeds poured forward and when Robert Snodgrass hooked the ball into the area, there was McCormack to fire home from close-range.
Millwall responded and had the ball in the back of the net two minutes later when, after Keogh had been tripped in the box, Kane rifled in from the edge of the area - although the refere had already awarded a penalty.
But following a lengthy delay in which Keogh received treatment, Henderson saw his low spot-kick tipped around the right post by Lonergan.
The Lions went close again moments later when skipper Robinson sent a thumping header off the underside of the bar from Henry's corner.
The general consensus is that in football luck evens itself out over the course of a season. If that is the case, Millwall are due a massive slice during the final seven games.
Millwall: Taylor, Smith (Montgomery, 82mins), Craig, Abdou, Robinson, Ward, Keogh, Wright, Kane, Henderson, Henry (Bouazza, 82mins). Subs not used: Forde, Lowry, Feeney.
Bookings: Keogh (45mins), Henry (59mins)
Leeds United: Lonegran, Bruce, Brown, Becchio, Clayton, Lees, Snodgrass, White ()Webber, 60mins, Robinson, McCormack (Connolly, 90+1min), O'Dea. Subs not used: Rodgers, Forsell, Thompson.
Bookings: Snodgrass (2mins), O'Dea (45mins)
Scorer: McCormack (65mins)
Ref: L. Probert
Att: 14,309 (away 2,163)