Daniel Farke's side recorded their fifth successive victory in incredible fashion as Jordan Rhodes and Teemu Pukki turned the game on its head in the final minutes.
Pukki had cancelled out Tom Elliott's first-half opener and then saw his penalty saved by Millwall goalkeeper Ben Amos before Moritz Leitner edged the Canaries in front.
But in an astonishing final 11 minutes, Ryan Leonard and Jed Wallace thought they had pinched the points for struggling Millwall, only for Rhodes to level in the 92nd minute and Pukki to pounce in the seventh minute of stoppage time.
"It is important after a game like this for everyone to enjoy the moment, to feel the joy," said Farke, whose side are two points clear at the top.
"I want them all to make the most of it because sometimes players can wonder why they are doing all this hard work and this is the reason."
Albion's challenge had stalled after collecting a solitary point from their previous four games.
But Hal Robson-Kanu, who was making his first Championship start since the opening day of the season, set them on the way to victory in the 51st minute before Matt Phillips doubled their advantage.
Harvey Barnes grabbed their third in the 82nd minute with substitute Dwight Gayle on target three minutes later with a cheeky back-heel.
Third-placed Leeds, who had only lost once in seven games before facing Albion, would have gone back to the top of the table with a win.
But they were outplayed from the first whistle and all they had to show for their effort was a stoppage-time consolation from Pablo Hernandez.
Aston Villa manager Dean Smith reckons his players delivered a "statement" with their 3-0 win at promotion-chasing Derby.
Villa's second-half performance overpowered a Derby side who were beaten at home for the first time since August 11.
John McGinn headed in a Yannick Bolasie cross in the 74th minute and Tammy Abraham converted McGinn's cross four minutes later.
Conor Hourihane curled in a free-kick to seal the points in the closing moments.
It was Villa's first away win under Smith, who said: "I think there's still a lot more to come from this squad. Today was an opportunity to draw a line in the sand about where we're at."
Jordan Hugill rediscovered his scoring touch as second-placed Middlesbrough beat Wigan 2-0.
Hugill slotted home from the penalty spot to net his first league goal since his pre-season loan move from West Ham and the forward was on target again five minutes later as he lashed a half-volley into the roof of the net.