City did have their chances but were punished as goals from Robert Snodgrass and Max Gradel combined to keep the Robins in the lower reaches.
Millen said: "We were second best. We deserved to score at least one goal, but you cannot defend like we did for the two Leeds strikes and expect to get anything from a game.
"There was a big build-up to the match for a number of reasons.
"It was Louis Carey's 600th game for us and we had a near capacity crowd, which makes our performance doubly disappointing.
"Nicky Maynard returned to action for the first time since his knee surgery last summer, but by then we were two goals down. We didn't defend our 18-yard box properly and need to tighten up defensively if we are to build on last week's 4-0 win at Preston."
Source: PA
Source: PA