Millwall 2 Leeds United 0
LEEDS coach Dave Hockaday admitted his side lacked the quality to unlock the Millwall defence as he started his spell at the Elland Road helm with defeat.
Mark Beevers got the Lions' opener after eight minutes and Shaun Williams put the result beyond doubt by converting a penalty two minutes from time.
Hockday said: "From last season we wanted to change the philosophy at the club and get the players comfortable on the ball.
"Having said that, if you get a number of passes and then they start to press then that's when you get through them, over them, around them but you get behind them with quality. We didn't do that. We kept passing for passing's sake, inviting more and more pressure.
"First half we didn't perform, didn't stick to the game plan. Having said that, we conceded a poor goal from a corner.
"The good thing is we responded well in the second half. But football's about moments and we didn't handle the moments as well as they did.
"We learnt a lot about our players and how they can handle the big occasion. We wanted to stop them carrying out their game plan, which is lots of diagonals, and we allowed them too much time to do it."
Millwall got off to a flier when Beevers stretched beyond his marker and turned Lee Martin's cross into the net past the rooted Marco Silvestri.
Leeds nearly drew level soon after the break but Carlos Edwards cleared Noel Hunt's effort off his own line and away to safety.
And when Lewis Cook brought down Lee Gregory late on Williams stepped to make sure of the points from the spot.
Millwall manager Ian Holloway said: "I've come here for the long term and I want to try and get a structure that I've learnt will take this club forward," Holloway said.
"Get it some money, utilise that money to producing some English home-grown players, who are fantastic and probably get sold on until we're in the Premier League."
Holloway was not entirely content with proceedings, however, after Martyn Woolford was denied a spot-kick on the hour mark.
"We should have had the penalty before we got one. Martyn Woolford deserved it - he beat two people and why it's not a penalty... I just don't understand why's that not a penalty.
"After that we wobbled a bit. They put on Matt Smith, who's a real handful, and we didn't get tight enough to stop them hitting it towards him. So we looked a bit vulnerable. Overall, I'm really pleased for everyone at the club. I thought it was a proud day for the club.
"I'm very proud of my lads' efforts."