As a cricketer, he was a right-handed batsman and a right-arm medium-fast bowler who played for Derbyshire.
McMillan became a footballer and played for Derby County, Gillingham, Wolverhampton Wanderers, Bradford City, Nottingham Forest and Clapton Orient in the .
He later returned to Derby County as manager between 1946 and 1953, taking them to the 1946 FA Cup Final.
His debut came in the 1922 season against Essex at Derby,[3] where, as a middle order batsman, he was unable to make much headway in the match, bowling a single, expensive over, conceding 14 runs, and finishing not out for 0 in the only innings in which he batted.
As there was no play on the first day of the match, it was to end in a draw with the best batting performance of the game coming from Essex's centurion Peter Perrin.