Mildenhall played 91 games for the Magpies, scoring one goal (a free-kick against Mansfield Town in a League Cup tie) which later appeared as a 'What happened next' slot on an episode of A Question of Sport.

In the summer of 2005, Mildenhall moved to Grimsby Town replacing Anthony Williams as the club's number 1 keeper, and was ever present in his only season at Blundell Park.

The Mariners secured a 3–1 aggregate victory but failed to achieve promotion after being defeated in the League Two play-off final at the Millennium Stadium by Cheltenham Town.

This would eventually spell the end for manager Russell Slade who rejected a new contract and decided leave the club for Yeovil Town taking both Mildenhall and Jean-Paul Kalala with him.

During his time at The Glovers Mildenhall established himself as the club's first choice keeper and became popular among their fans being named player of the year as the side reached the 2006–07 League One play-off final at Wembley which they lost to Blackpool However, his second season at Yeovil was disturbed through injury.

[6] On 3 May 2014, Mildenhall played the duration of a 1–0 home defeat to Mansfield Town, Colin Daniel's first-half goal condemning Rovers to relegation out of the Football League for the first time in 94 years.

[10][better source needed] On 24 July 2018, he returned to home-town club Swindon Town as the goalkeeper coach following the departure of Dean Thornton to the Chinese Taipei national team.

[11] On 7 January 2022, due to a goalkeeping shortage, Mildenhall was named as substitute for Swindon's 4–1 defeat against Premier League side Manchester City in the FA Cup.