Full-time score from Elland Road
Stephen Warnock smashed home a 71st-minute spot-kick to finally kill off a dogged Millwall outfit and edge the points for Leeds United in a tight Elland Road tussle.
Left-back Warnock stepped up to convert the penalty - Leeds' second of the day - after Ross McCormack had seen his first-half spot-kick brilliantly saved by keeper David Forde.
It was to prove a frustrating afternoon for Kenny Jackett's men as they looked to build on last weekend's win at Middlesbrough with back-to-back successes.
James Henry hit the woodwork when the score was still goal-less whilst Millwall had a late penalty appeal waved away when Danny Shittu's header looked to have been handled by Sam Byram.
"We had big chances, big opportunities and Paddy Kenny made two great saves from Henry and Marquis," said Jackett.
"We had a couple of really good chances when Keogh and Tyson came on and were unfortunate not to get something out of the game.
My first impressions are that we couldn’t complain about either of Leeds’ penalties but I felt we had a clear-cut penalty when Danny Shittu headed the ball down, Sam Byram had his hand by the side of his body and clearly handled it as the ball was going through to my centre-forward, so I thought the referee got that call wrong
Ultimately though it's about results and although we've had two good penalty appeals in the last two weeks they haven't been given. We have to look forward and hopefully get the rub of the green.
Overall my players battled bravely and were very unlucky not to get anything."
Jackett made one change to the team successful at the Riverside Stadium seven days ago with Shane Lowry returning from suspension to replace Karleigh Osborne in a defensive switch that saw Mark Beevers revert to his usual position in the heart of the back four alongside Shittu.
It was an enterprising start by The Lions with Martyn Woolford in particular, looking a real threat.
Woolford sent a 16-yard scorcher narrowly wide in the opening seconds before firing into the side netting following some good interplay on the right.
The Lions had a great opportunity to open the scoring on 12 minutes when the ball was was touched into the path of Henry from Dunne's throw but with an inviting gap to aim for, he drove a shot against the foot of the post.
Henry's effort seemed to wake Leeds from their slumber and the home side gradually started to create chances of their own in a surprisingly open game.
Michael Tonge drove wide from 20 yards before another promising Millwall break, this time on the left flank, saw the marauding Henry pick out Marquis whose effort double ricocheted in the danger zone before the ball was cleared.
Leeds were handed a glorious opportunity to break the deadlock when Lowry, facing his former club, fouled Byram as he broke into the area, but Forde flung himself across goal to expertly parry McCormack's spot-kick before the loose ball was hooked away for a throw.
At the other end it took a great save by home keeper Paddy Kenny to deny John Marquis, reacting quickly to collect low to his right after Josh Wright's free-kick had been headed into the striker's path by Beevers.
There was a close call for The Lions moments later. Luke Varney was the provider with an inviting low cross that sailed past three Millwall players before McCormack, standing virtually eight yards out, controlled and hit a low shot that Forde saved at full stretch, gathering the ball just inside his far post.
Millwall notched their first corner of the half 60 seconds before the break and it so nearly saw a repeat of Henry's scoring feat at Blackpool last month; this time his inswinging corner was intercepted on the line by Warnock as it appeared to be heading for the top corner.
Whilst the first half saw plenty of chances created at both ends, the second period had a more reserved feel about it, reflected by a subdued atmosphere with the home crowd virtually silent at times.
Tonge twice went close on the hour mark for Leeds, first firing a yard wide from the edge of the area and then being thwarted by Forde, who showed great reactions to turn the midfielder's stinging effort round the post for another corner.
Jackett made a double change midway through the half bringing on Andy Keogh and Nathan Tyson for Marquis and Afobe, and the duo nearly combined to open the scoring with 68 minutes gone.
Keogh cut in from the right and crossed for Tyson, but Lee Peltier was on hand to deny him and then Keogh on the rebound.
Unfortunately just two minutes later Dunne tripped McCormack and Warnock made no mistake with an emphatic drive straight down the middle.
Warnock was lucky that his poor challenge on Henry went unsighted by the officials and although The Lions were temporarily reduced to 10 men with the winger stretchered off, he re-appeared just as the fourth official indicated five minutes of injury time.
When Henry jumped out of the way to avoid a lunging challenge by Warnock, the Leeds man made contact with his own team-mate instead and Varney then became the second player to be stretchered off, with a free-kick being awarded to the home side.
Millwall really knew that it was just not their day when Byram looked to have handled but their appeals for a spot-kick fell on deaf ears right at the death.
Leeds United: Kenny, Peltier, Lees, Green, Morison, Varney (Pearce, 90+5mins), Warnock, Tonge, Norris (Brown, 75mins), Byram, McCormack (Diouf, 74mins). Subs not used: Ashdown, White, Habibou, Hall.
Scorer: Warnock (pen)
Millwall: Forde, Dunne, Lowry, Abdou, Shittu, Beevers, Woolford, Wright (Saville, 85mins), Marquis (Keogh, 67mins), Afobe (Tyson, 67mins), Henry. Subs not used: M.Taylor, A.Smith, C.Taylor, Osborne.
Bookings: Beevers (19mins), Dunne (51mins), Lowry (89mins)
Bookings: Beevers (19mins), Dunne (51mins), Lowry (89mins)