The 25-year-old has agreed an initial month-long move across south-east London to Brisbane Road.
O's boss Russell Slade moved for Batt as top scorer Kevin Lisbie is sidelined with a hamstring injury, and he could make his debut against Stevenage on Saturday.
Crucially for Slade, Batt is also eligible to play in the Johnstone's Paint Trophy, where Orient are a two-legged tie against Southend away from a trip to Wembley.
Millwall manager Kenny Jackett told his club's official website: "It is a great opportunity for Shaun to get some first-team minutes under his belt.
"He has been used mainly as a substitute so far this season but can hopefully start some games during his time with Orient."