After finishing his college basketball career at Arizona State, Millage turned pro.

In October 2008, he signed a contract for one season with the Russian team Enisey Krasnoyarsk.

After one season in Russia he signed with Slovenian club Union Olimpija which plays in Euroleague.

In August 2011 he signed a one-year deal with BK VEF Rīga.

On July 8, 2019, Millage was hired as head coach of men's basketball for Shadow Mountain High School, following the departure of former NBA player Mike Bibby.