Pugh scored from close range with 12 minutes left, although he was then booked by referee Graham Laws for removing his shirt.
The goal settled a game that was almost devoid of chances, although the second half was livelier than a dismal opening period when there was little action.
Preston came close to an equaliser in the dying moments, but Neil Sullivan clutched Eddie Lewis' header.
Preston boss Billy Davies:
"Leeds is a massive club and Elland Road is a very intimidating place to play football.
"But I thought we played exceptionally well. We just didn't get what we deserved and the players are gutted in the dressing room."
Leeds: Sullivan, Kelly, Carlisle, Butler, Kilgallon,
Richardson (Lennon 60), Gregan, Walton, Pugh, Ormerod (Spring 84), Ricketts (Deane 60). Subs Not Used: Carson, Winter.
Booked: Gregan, Butler, Pugh.
Goals: Pugh 78.
Preston: Lonergan, Curtis, Mawene, Lucketti,
Broomes (Lewis 23), Alexander, McKenna, Etuhu,
Davidson (Smith 40), Healy (Ndumbu-Nsungu 75), Cresswell. Subs Not Used: Ward, O'Neil.
Booked: McKenna, Lewis.
Att: 30,458
Ref: G Laws (Tyne & Wear).