Regular penalty-taker Ross McCormack had already missed from the spot in the first half of Saturday's Elland Road clash and Warnock was keen not to put his striker under any added pressure.
Warnock duly obliged from 12 yards to keep Leeds' hopes of a Championship play-off spot alive and dent the ambitions of the visitors.
"I didn't want Ross to take the second penalty and put extra pressure on himself after missing the first," Warnock said.
"I was going to send El-Hadji Diouf on to take it but Stephen wanted to take it straightaway and he told me he'd taken them before."
The victory was anything but pretty but Warnock admitted he was just delighted to claim the three points and keep his side unbeaten in three outings.
"You have to really beat Millwall," Warnock said. "It's a sort of game where you take a 1-0 win and get out of there.
"It was all about getting three points. It was a must-win before going away to Leicester and Crystal Palace and we deserved it, though we could have made it easier for ourselves."