A number of spectators reportedly entered the field after Neil Harris' 71st-minute winner and the FA confirmed that they would be making enquiries after Leeds goalkeeper Casper Ankergren had a cigarette thrown at him.
The Lions however, whilst admitting that four arrests were made at the game, claim some of the media coverage was "highly sensationalised" and "factually incorrect."
The statement read: "It is clear that certain journalists and photographers were sent to The Den with their agenda already formed. As a result the facts were not allowed to get in the way of a 'good story' and as such the events were portrayed in certain quarters in the most graphic terms that were factually incorrect.
"The only regrettable incident during the afternoon followed Millwall's goal when two fans managed to elude the stewards and taunt the Leeds goalkeeper. It appears that a cigarette was also thrown which made no contact with the goalkeeper, who may also have been pushed in the back.
"Millwall and Leeds United have worked tirelessly to overcome the problems they have faced over the years in this respect. Journalists and the media have a duty to play their part by reporting factually and responsibly."