[1] As a child, Millar performed in London pantomimes, beginning with Babes in the Wood at the St. James Theatre in Manchester, at the age of 13.

Lionel Monckton, one of the show's composers, had seen Millar in The Messenger Boy and requested that she be given the role of the bridesmaid Cora in the new musical, singing "Keep Off the Grass".

[4] She starred as Rosalie in The Spring Chicken (1905; singing "Alice sit by the fire" and "The Delights of London") and as Lally in The New Aladdin (1906).

She next starred as Mitzi in The Girls of Gottenberg (1907; singing the duet "Two Little Sausages", with Edmund Payne, and the Wagnerian parody "Rhinegold").

Soon afterwards, Edwardes cast her as Franzi at the Hicks Theatre in the English-language production of Ein Walzertraum (A Waltz Dream, 1908) by Oscar Straus.

He visited and lunched with Millar occasionally over a period of many months and had written letters to her professing to love her and later expressing despondency over his finances.

They included the title role of the hit Gaiety musical, Our Miss Gibbs (1909), with Millar introducing the songs "Moonstruck", "Yorkshire", and "Our farm", all written for her by Monckton.

Monckton and Millar then moved to Edwardes' newest theatre, the Adelphi, where she played the title role, Prudence Pym, in another international hit, The Quaker Girl (1910).

After this, she returned to continental operetta, playing Lady Babby in Edwardes's English language version of Franz Lehár's Gipsy Love (1912) at Daly's Theatre.

[3] After appearing in two Monckton revues (Bric à Brac (1915; she sang "Neville was a Devil") and Airs and Graces (1917)), two unsuccessful musical comedies (Houp La!