The Hamburg loanee, out of form and out of favour since November, bagged a brace in the thriller at Elland Road as Leeds came from behind only to throw away all three points late on.
Christiansen claims Lasogga “couldn’t walk” with the score at 3-2 and decided to replace him with defender Conor Shaughnessy in the 84th minute.
But the switch backfired as Millwall secured the win thanks to late goals from Tom Elliott and Jed Wallace.
When asked if he’d have liked to have Lasogga on the pitch for the closing stages, Christiansen said: “Yes but I had the idea of taking him out, he was finished, he couldn’t walk if you see the efforts that he did.
“My intention was also to keep or leave Roofey inside but he came to me – ‘are you going to make a change, yes? I cannot more’.
“And I appreciate a player who is exhausted because he cannot more, that means he has given everything and we made some changes.
“The most important was of course in the half time, we played with three at the back and after Pablo to come in in the middle to make our midfield a little bit stronger, especially with the direct play.”
Lee Gregory doubled the Lions’ lead five minutes later, which prompted Christiansen to make a switch in the midfield, replacing Ronaldo Vieira with Matthew Pennington.
Discussing the substitution, Christiansen said: “I think we were not as good as we should in that position.
“As I said we didn’t take the second balls and when the defenders had to go to the challenge, the ball falls somewhere and this is where we needed the team to be close, to pick up these balls.”
Leeds blitzed Millwall after the break thanks to Lasogga’s two goals and Kemar Roofe’s effort before the Lions’ late show to secure the win.