Millwall took a slender one goal lead going into the second leg thanks to veteran striker Neil Harris.
Jermaine Beckford had a great chance to put Leeds in front in only the second minute, his effort from the edge of the area had Millwall keeper David Forde at full stretch.
Millwall`s best chance of the half fell shortly afterwards, a poor headed clearance by Douglas fell to Frampton just inside the box but his volley went well wide.
The next half hour saw a scrappy, nervy affair with neither side be able to get a grip of the game.
Beckford had a great chance to test the keeper but failed to get past Millwall`s last man Whitbread when he was the last defender.
Leeds finished the half the stronger and Becchio twice went close first with a shot from the edge of the area that went just wide and a header that was straight at Forde.
The second half was much more open, Becchio and Beckford created an opening for Beckford in the first few minutes of the second half but last ditch defending stopped him getting a clean strike on goal.
Millwall started to take control of the game after this, only a last ditch saving header from Sodje kept out Whitbread.
Within minutes Neil Harris`s audacious effort had Ankergren at full stretch.
The home side were now in control and the only goal of the game came after a rare mistake from Richard Naylor, he somehow managed to miss the ball altogether and the ball fell to Neil Harris who controlled the ball before burying it into the corner of the net.
Leeds had no response in the remaining twenty of the minutes and will hope to turn the tie round in the second leg at Elland Road on Thursday.
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