Leeds now face a third successive year in League One, a draw on the night proving enough to send Millwall through to Wembley.
Leeds had to wait until the 53rd minute for the breakthrough that leveled the scores on aggregate after Jermaine Beckford dramatically had a penalty saved four minutes earlier by David Forde.
Referee Mark Halsey spotted a foul at the near post by Andy Frampton on Sam Sodje but Forde guessed right by diving to his right to save Beckford's tame penalty, Leeds' fifth miss from the spot this season.
Beckford had little time to dwell on the miss as Ben Parker ran from inside his own half and substitute Andy Robinson crossed for Luciano Becchio to beat Forde in the goalmouth for his 19th goal of the season.
Millwall restored their advantage, however, in the 74th minute, David Martin crossing perfectly from the right for substitute Lewis Grabban to tee up Abdou who jubilantly applied a close-in finish.
With so much at stake the tackles were soon flying in and Halsey booked Millwall's Adam Bolder within two minutes for a clumsy touchline challenge on Robert Snodgrass. Martin followed his colleague into the book on 23 minutes and Leeds' Fabian Delph was also cautioned three minutes later.
Roared on by the Football League's biggest crowd of the season - 37,036 - Leeds were frustrated when Forde pulled off a double save from Beckford and Delph.
Chances were few and far between, with Sodje a colossus at the heart of Leeds' defence but Beckford's penalty miss began the second half drama and Leeds' dream of Wembley and promotion bit the dust.