In a frenetic opening spell, Orient almost took the lead with their first chance of the game.
Adam Boyd sent debutant Andy Barcham racing clear down the right. The youngster, on loan from Spurs, fired across goal and saw his effort roll tantalisingly wide.
Millwall hit back and took the lead on nine minutes after Paul Terry had fouled Neil Harris.
Bryan Hodge's free-kick from the right found Whitbread in the box and he had time and space to turn and lash the ball home from eight yards.
The goal deflated Orient and Millwall skipper Paul Robinson might have added a second but headed straight at Orient goalkeeper Glenn Morris.
The only Orient threat came from Barcham and he had another effort blocked after Terry had set him up.
Former Orient star Gary Alexander went close with a header for the visitors, before Barcham burst through again only to be denied by Lenny Pidgeley in the visiting goal.
After the break Orient started well as Adam Chambers burst into the box and saw a shot blocked and then live-wire Barcham fired over.
But Millwall survived and after that were rarely troubled. Indeed, as the half wore on it was the Lions who looked more likely to increase their advantage.
And twice Orient keeper Morris had to make smart stops to deny Millwall substitute Jay Simpson.
Orient failed to register a single shot on target in the second half as they slipped to their third home defeat of the season and Boyd's wayward last-gasp effort just about summed up their miserable evening.