His older brother, Evan McMillan was also a footballer and the pair were teammates at UCD, St Patrick's Athletic and Sligo Rovers.

He made his Premier Division debut during the 2008 season, coming on as a substitute in an away game against Cork City on 26 September.

[7][13][14] In May 2010 McMillan was named League of Ireland Premier Division Player of the Month after he enjoyed a prolific run of form.

He also played for St Pat's during their 2011–12 UEFA Europa League campaign, scoring in the second qualifying round against Shakhter Karagandy.

On 10 October 2011, McMillan helped St Pat's win the 2011 Leinster Senior Cup, scoring in the final against Bohemians at Dalymount Park.

However having played for UCD in the early rounds, McMillan was cup-tied and he missed out on Rovers successful 2013 FAI Cup campaign.

[23] In Dundalk's 2015–16 UEFA Champions League campaign, McMillan scored their only goal as they lost 2–1 on aggregate to BATE Borisov in the second qualifying round.

[24][25] During Dundalk's 2016–17 UEFA Champions League campaign, McMillan scored three times against Fimleikafélag Hafnarfjarðar in the second qualifying round.

McMillan goals secured a 3–1 aggregate win for Dundalk and guaranteed the club a place in the 2016–17 UEFA Europa League group stage.

[1][6][23] McMillan signed a contract running to the summer of 2020 with Scottish Premiership club St Johnstone in December 2017.

[41] On 6 December 2020, McMillan scored a hat-trick in the 2020 FAI Cup Final in a 4–2 win over Shamrock Rovers at the Aviva Stadium, becoming the third player ever to achieve the feat.

[42][43] He was part of the starting 11 as his side won the 2021 President's Cup, beating Shamrock Rovers on penalties after a 1–1 draw at Tallaght Stadium on 12 March 2021.

[45] On 23 February 2023, McMillan publicly announced his retirement from professional football at the age of 34, stating "I would never have dreamed of coming through and doing the things I did" during his career.

On 28 September 2010, in a 2009–11 International Challenge Trophy away game against Estonia, McMillan came on as a late substitute for Daniel Kearns.