Ian Holloway’s side finished last season in 19th place in the second tier of English football, while Leeds, who are without a manager at the moment, ended up four places above them.
In the next game, Millwall will travel to take on Fulham, who suffered relegation from the Premier League at the end of the 2013-14 season.
Millwall will warm up for their festive period with a clash against Bolton Wanderers at home and will take on relegated Premier League outfit Norwich City at Carrow Road on Boxing Day.
Bournemouth will visit them just two days later, while Blackpool will be their first opponents in the New Year.
Millwall will wrap up the regular Championship season with a clash against Wolverhampton Wanderers away from home.
Opening three games:
August 9 - Leeds (h)
August 16 – Fulham (a)
August 19 – Sheffield Wednesday (h)