The home side had the better of a lack-lustre first period. Their best chance came on 21 minutes when Dave Martin fed Ryan Smith on the left and the winger tricked his way to the by-line but his pull-back eluded Bas Savage.
Two minutes later The New Den was enraged when Smith appeared to be pulled back by Adam Chambers as he tried to go through on goal but the referee waved play on.
Millwall were passing the ball well with the young Ghanaian Ali Fuseini starting to dominate the midfield battle but they were unable to find the final pass.
The second half started with the Lions again looking the better side but Orient opened the scoring against the run of play on 50 minutes.
Wayne Gray tucked home John Melligan's right-wing cross. Moments later Millwall keeper Rhys Evans' clearance had struck the same player and spun back off the goal-line.
Millwall's troubles deepened seven minutes later when Marc Laird was dismissed for a two-footed challenge on Melligan. The game began to open up and Jason Demetriou strolled through a vacant Lions midfield to hit a shot from 20 yards which stung Evans' hands.
But the ten men were giving as good as they got and Glenn Morris had to be at full-stretch to turn away a low Jay Simpson shot.
The O's stopper was on-hand again when he tipped over a Paul Robinson header on 84 minutes and the home fans were screaming for a penalty after Savage appeared to be brought down in the Orient area a minute later.
Orient could have killed the game when substitute Jabo Ibehre hit a post late on but the one goal proved enough for Martin Ling's side.